Following finishing fourth in the league last season, Newcastle have made a poor start to the new campaign, losing three of their opening five Premier League games.
Newcastle have lost three on the trot and there are already question marks over how much they can achieve this season, especially in the league.
The Magpies have struggled to get going but Burn indicated that it would be wrong to just dismiss them at this stage of the season.
The Newcastle defender stressed that he has been proving people wrong all his career and insisted that it suits the club that everyone is doubting them in the ongoing campaign.
Burn told Sky Sports News: “Just from a personal point of view, I feel like I have had to do that [proving people wrong] my full career anyway.
“I always feel better when we have to prove something wrong.
“People doubt us as a team but Newcastle in general, I feel we are a working-class city and we like to be doubted and prove people wrong.
“I think it’s only going to make us better.”
Newcastle will look to get back to winning ways when Brentford visit St. James’ Park on Saturday.