Mark Warburton's Glasgow Rangers side were soundly beaten by the Premier League outfit.
Burnley's Andre Gray scored a hat-trick in the 3-1 win
The Light Blues were beaten 3-1 by the Clarets at Ibrox in their final game before they take on Hamilton on the opening day of the Scottish Premiership season.
Rangers' Clint Hill and Joey Barton after Burnley's second goal
And while Mark Warburton would undoubtedly have liked to have seen a much better display from his squad, Wilson suggested that it was the best time to have their weaknesses highlighted.
"The best time for it to happen was now rather than getting six or 12 games into the season and then having to look at it, we can address the problems and move on from it," he told the club's official website.
Rangers' Danny Wilson
On a personal level, the contest saw the centre-back take the captain's armband when Lee Wallace was replaced around the hour-mark. And he admitted that it was a privilege to skipper the side once again.
"Waldo is the captain and in Charleston I had the chance to wear it for a short time," he added.
"It was a massive honour and I was really happy when he handed it to me again today so I am delighted with that."
Rangers manager Mark Warburton
As the 24-year-old suggested, it was perhaps the best time for the Gers to suffer such a defeat. Having secured promotion so comfortably last season, and beginning the new campaign with a flawless record in the group-stages of the Scottish League Cup, it would have been easy for the team to go into the league fixtures anticipating an easy ride in the top flight.
However, if there was any complacency anyway, it would have surely evaporated following Saturday's result, and now Rangers may well go into the league season with the kind of point to prove that led to them storming to promotion last term after missing out to Hearts the previous year.