George Boyd felt he was denied a clear penalty at a key stage of the game on Saturday.
With the game goal-less, Boyd was challenged by Southampton captain Jose Fonte inside the area after cutting inside from Scott Arfield’s pass.
But referee Roger East was unmoved.
Several former professionals on Sky Soccer Saturday and Match of the Day agreed with Boyd, who, asked whether he felt it should have been a spot kick, said: “Definitely. I’ve checked him and I’ve got a chance of shooting.
“I’ve seen it on the video and he’s stamped on my foot, so it’s disappointing.”
Burnley, however, were made to pay for failing to take a number of clear-cut opportunities, with Saints substitute keeper Kelvin Davis going away with the man of the match award after a number of vital saves. Davis replaced England keeper Fraser Forster, who suffered a knee injury in a freak accident, and made his first appearance for 13 months.
I’ve seen it on the video and he’s stamped on my foot so it’s disappointingGeorge Boyd
And Boyd admitted: “We were on top first half, maybe they shaded it second half, but we had some great chances in the first half and we’re very disappointed not at least get a point.
“The keeper made some great saves. We wanted to get a few shots off as he is not as fresh as (Fraser) Forster, but he made some great saves.”
Southampton went in 1-0 up after Shane Long’s strike shortly before the break, before a Jason Shackell own goal sealed Burnley’s fate.
However, Ronald Koeman’s decision to bring on combative Kenyan midfielder Victor Wanyama for Serbian schemer Dusan Tadic proved an astute tactical move, as Southampton kept the Clarets at arm’s length in the second half.
Boyd looked to the positives though, with Spurs and Arsenal to come after the international break: “We didn’t create as much as we did first half, but there’s loads of positives and we go again.
“We’re definitely not too downhearted There’s loads of positives and we go into two huge home games.”
The bottom seven sides all lost at the weekend, leaving Burnley a point from safety.
Boyd is only focusing on the coming games, and not what other teams are doing: “It’s as you were, so there’s still loads to play for. But I think it’s important for us to get the three points and worry about us, because if we win enough games we’ll be fine.”