The Clarets have only a point after four games this season, and have lost each of their last three – 3-1 at Turf Moor against Watford, 4-2 at Fulham and then 2-0 at home against Manchester United.
They have also been in continental action, playing three two-legged Europa League qualifying ties, the last of which saw them miss out on the group stage as they were beaten 4-2 on aggregate by Olympiakos.
Ahead of Sunday's away clash with Wolves, Burnley defender Mee said on his club's official website: "It's been a tough start. We've had a lot of games, but we enjoyed the European period.
"No-one was complaining about being in Europe at all and we all want to play in big games and as many as we can.
"But I guess we can focus on the Premier League now. It will be nice to get back playing again (after the international break) and we're looking forward to Sunday.
"We want to improve our league performances and get those points on the board.
"But it's only four games in and we're not going to panic or anything like that.
"There's a lot of football to play. We know what we need to do and I am confident, the lads are confident and everyone is confident around here that we are going to pick up points and start moving up that table.
"There's no panic on our side but we want to put in the work that will make us get those points.
"Teams are taking us a lot more seriously, so we have got to rise to that challenge as well and get back to what we're about."
Burnley face a Wolves outfit who have begun their return to the top flight with draws against Everton and Manchester City either side of a loss at Leicester, and a 1-0 victory at West Ham.
Mee added: "They are flying with confidence. They have had a couple of decent results and I'm sure the atmosphere will be really good there.
"We will have to go there with the right attitude and a good mentality.
"We want to pick up points and I think Sunday is a good opportunity for us to go and do that."