The Serbia international scored a brace and, with the help of the woodwork, assisted Andre Schurrle for the game's killer goal at Craven Cottage.
"It was a tough game," Mitrovic told BBC Sport. "Burnley play really tough. A lot of goals but I enjoyed the three points.
"Every goal is a nice goal, great feeling but the most important thing is we grab the three points and give the fans a nice afternoon.
"We have so many new players, they came from different leagues and some don't speak English but this is the best league, we want to stay with the best and we will work hard to do that.
"No matter what we do, we will stick to our system and that will give us more confidence to stay in this league."
Fulham turn their attention to the EFL Cup in midweek as they host Exeter City on Tuesday night.