Thompson, who spent three years at Turf Moor and made 100 appearances for the Clarets, is now a respected pundit in Scotland.
He told the Lancashire Evening Telegraph: "They're a very decent team, every year we see them rise to the challenge and get stronger and stronger.
"They're a very organised team, they work extremely hard. They've got players than can hurt you but they'll be massive underdogs for the game.
"The odds will be heavily stacked in Burnley's favour to go through the tie, it won't be easy at Pittodrie, but I think the quality they have should be enough to see them get through."