Burn arguably had Albion's best chance of the game when his downward header clipped the bar, and reiterated the need for the team to start taking their chances.
He said, “I thought Chelsea were the better team on the day and we didn't do what we do as well as we have done in other games.
“They had some good chances, but we were frustrated with the penalty because I didn't think it was, at the time.
“I could've scored with that header as well, so it was very frustrating. We are creating chances, and we have to take them, which is what the top teams do.
“We'll look at it all on Monday and Tuesday and see what we could have done better."
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