The Magpies came agonisingly close to victory at Parc des Princes, with Burn - back in the team after injury and captain for the night - praising his side for the way they went 'toe-to-toe with the best team in the world'.
United travel to Premier League champions Liverpool in the league at the weekend, then face Manchester City in the second leg of the Carabao Cup semi-finals. They'll also have a two-legged Champions League play-off tie against Monaco or Qarabağ following on from an FA Cup clash at Aston Villa, with eight matches in all in February across four different competitions.
But Burn wants the Magpies to relish the task and build on their performance in Paris. Here are some of his post-match thoughts:
On the mixed emotions of a draw with the Champions League holders…
"It's sort of disappointing at the end, really. I thought PSG started well - (it was) never a penalty, so I was a bit of a huff about that, and we struggled first 15 minutes.
"But we grew into the game and I think it's just shown how much we've matured as a team compared to the last Champions League campaign that we've managed to settle into the game and, to be honest, at the end I thought we had the better chances and probably could have won it.
"So it's bittersweet. We're very happy with the performance, but disappointed that we're having to go into the knockout round."
On staying in the game despite the tough start…
"It's more just believing in the game plan and the process that the manager and the staff bring. I feel like when we do that, we get results - it's normally when we go a little bit off-script that we struggle.
"Set-pieces we knew were going to be important. I thought we would cause them a few problems doing that. It was good to get a goal (from Lewis Hall's long-throw)."
On penalty decisions at both ends…
"I think if the first one was a handball, the second one has to be as well. I know the rule's different in Europe compared to what we have in the Premier League, but I don't really understand what Lewy (Miley) could have done to get out of the way of that ball.
"But we responded really well and showed the character that we've got on the team."
On some big individual displays…
"We've shown the quality in the squad we've got. I was really, really happy for Joe Willock and JJ (Jacob Ramsey) - I thought they were very good.
"Joe's had a tough time with injuries and not playing a lot of games, but he's such a quality player and hopefully he can build on that."
On his own player of the match display…
"I enjoyed being on the left of a three. It gives a little bit more cover, there's more bodies at the back but it allows you to try and get forward a little bit. I tried to do that second half.
"I thought it was going to be a tough game in my first game back, so I was glad I could get through it if I'm honest!
"But happy all around; a good performance, into the next round. It's the first time that we've got to the knockout stages in the club's history so that's something to be proud of, and we're happy with whoever we get."
On returning to action after missing six weeks with a fractured rib and punctured lung…
"It was probably the first time I'd been a little bit anxious going into a game - just that injury, I've never had something like that before, and it did worry me a little bit, but it's nice to get back out there.
"As soon as the first whistle went, it was settled back into that routine and I just wanted to help the team as much as possible."
On taking the performance into the next few weeks at home and abroad…
"We've just gone toe-to-toe with the best team in the world, in my opinion, at the moment so listen, we've got nothing to fear.
"I don't think we've ever really done that as a team, going into those games and fear it. We've always went in 100 per cent and we always seem to perform. It's going to be a tough run of games but this is what you play football for.
"You want to play week in, week out against the best teams in England, the best teams in the world, and we've got that opportunity at the moment."
