Widely predicted for relegation before the campaign, Hull have opened with successive wins and clean sheets, following last week's 2-0 victory over Manchester United with an away success against Championship winners Coventry.
"Making the Premier League look easy? I wouldn't quite say that," McBurnie told Sky Sports. "The boys have been excellent in the last two games.
"Today we came in with a game plan. We knew Coventry were a good side; we played them twice last year, we know what they are all about."
Hull defended resolutely, with goalkeeper Konstantinos Tzolakis producing several key saves to preserve another clean sheet.
"We knew they would have a lot of the ball and we counted on them boys at the back being confident from wide areas and crosses, defending the box well," McBurnie said.
"Tzolakis has been top since he has come in."
The result made Sergej Jakirovic's side only the fourth newly promoted club to begin a Premier League campaign with consecutive victories, with Hull achieving the feat for a second time.
"In the end I'm very pleased. Two games, six points - not bad," Jakirovic told BBC Sport.
"We will grow every game. It's a new experience for us, even for me. We will try to improve some things and maybe play even better."
Hull have six points from two matches and sit second in the table behind Manchester City on goal difference ahead of next weekend's home game against Aston Villa.
English Premier League
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