Dyche told Sky Sports News after the game: "It's very difficult when you come to these places, particularly when we can't get a decision. I'm stunned by our penalty that wasn't given. I've seen it back and am absolutely amazed.
"They're a really good side and made it a really tough afternoon for us. But it's not helpful when it's 0-0 and you should have a penalty.
"Who knows after that? It changes the dynamic in the ground and the whole feel of the game."
Burnley slip to 14th in the Premier League table following the defeat at St Mary's.