The Clarets made the trip to Elland Road aiming for a positive result, but were beaten 3-1, with Loum Tchaouna scoring their only goal.
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"I knew this game could go one of two ways after the last 24 hours," Jackson told the club media.
"We looked a bit shell-shocked and jittery in the first 25 minutes, but then grew into it.
"We started the second half quite well but made errors for their second and third goals and even though we improved thereafter, ultimately it was too late then.’
"We need to keep working now.
"The goal has to be to finish strongly and win a game of football to give our supporters something.
"The supporters deserve more from our home performances - and it’s up to us to get them with us on Sunday against Villa."