The visitors did all the early pressing, with Tomasz Kuszczak being forced into action in the fifth minute.
Sean Dyche's men did not manage to score while they were on top and were punished in the 20th minute.
Jason Shackell then saw a header cleared off the line, before Kuszczak pulled off a magnificent stop to deny the defender once again.
After twice surviving, the hosts should have gone 2-0 ahead through Leonardo Ulloa. He latched onto Orlandi's cross but put the ball over with the goal at his mercy.