The Clarets have now lost their opening three home league games without scoring a goal.
But Westwood expects a response, with next Friday evening's trip to Brighton the last chance to get a first win ahead of another international break.
“It's not nice. We've not won a game yet," said the midfielder.
“We've been here before. I think two years ago we were in this position and we've clawed ourselves out of it.
“We've got plenty of experience and a gaffer who believes in what we're doing.
“We are a team that will keep working hard and I'm sure the win will come. It's a big one on Friday now."