The Exiles were beaten 23-3 at the Kassam Stadium on Saturday, leaving them with just one point from their opening six games of the new Aviva Premiership season.
Despite staying rooted to the bottom of the table, Burnell is hopeful that his team can turn their fortunes around.
"Every loss is disappointing but this was a vast improvement from us after last week's performance at Harlequins," he is quoted as saying by BBC Sport.
"We played for 80 minutes this week but we didn't capitalise on our possession and it's enormously frustrating how easily we switch off. It's a massive learning curve for us and it is crucial for us to look at the processes to enable us to turn pressure into points."
London Welsh return to action next Saturday with a trip to Lyon OU in the European Challenge Cup.