The 21-year-old winger joined the Championship club last week on a deal until the end of the season.
"I am happy at Fulham," Kacaniklic told the Fulham & Hammersmith Chronicle. "My target is to play every week and become one of their main players.
"But I've got a better chance of first-team football here at the moment. They have a lot of games still to play, so that's why I wanted to come to Burnley.
"It's also an opportunity to show the Fulham manager what I can do. Hopefully I can get some goals and assists and help the team."
Kacaniklic had scored three goals in 21 appearances during the current campaign before his move to Burnley.