Seven tries were leaked at the Kassam Stadium as the Exiles' return to the Aviva Premiership ended in a huge defeat.
"The season is 10 months and we know what it's about," Burnell told reporters.
"We could have stayed in the Championship and played in front of 800 people, or we could play in the Premiership and put our hands up. It's pretty straight forward - we can go home and hide away, or we puff our chests out and put a smile back on our faces.
"We have to learn from this. There were opportunities but we squandered them, spilt the ball and Exeter capitalised on the turnovers. It's not a case of regrouping or those cliches, it's about learning from your mistakes and rectifying them."
London Welsh continue their season with a trip to face Bath next Saturday.