The 20 year old arrived in Adelaide from Greece, having been at AEK Athens for the announcement that the two clubs had agreed to terms on a transfer.
Burns said he had always dreamt of playing in Europe growing up and that he was excited about the challenges lying ahead.
"I always wanted to go to Europe so hopefully I can get plenty of appearances there and go on to even bigger and better things," Burns said.
"AEK Athens is a massive club and I'm looking forward to going there and playing my best."
A number of European clubs were believed to have shown interest in obtaining talented forward's signature, however Burns says the Greek club was the best option.
"They seem pretty keen for me to be a part of their squad and hopefully play in the next year. The player in my position left so that's part of the reason why I went to this club, so I want to go over there and hopefully start in the next couple of months," Burns said.
"But it's not going to be easy being such a big club so I've just got to wait for my time and then when the chance comes, hopefully take it."
On his brief stopover back in Adelaide, Burns paid tribute to Adelaide United for allowing him to explore overseas clubs and help him develop into one of Australia's best young players.
"I would like to thank Adelaide United for everything they've done over the last two years, they've been good to me and they've told me for the last year and a half that they would never stop me from going overseas," Burns said.
"I've been here for two years and I think they have seen me grow as a player, especially from one season to another, and I think the Hyundai A-League is only getting stronger."