The Clarets bosses the first hour and should have been in front before Ben Mee headed in a Johann Berg Gudmundsson cross on his 200th Premier League appearances.
But after former Claret Michael Keane equalised, the roof caved in with a magnificent strike from Andros Townsend and a third from Demarai Gray to leave Burnley with one point after four games.
Dyche knows his side have to improve in several aspects of the game, but said: “I was very pleased up until their goal with the performance, and the way we controlled a lot of the game away from home, which is difficult at places like this where they have had a good start.
“We concede an awkward first, we are a bit mishapen and haven’t come out of the set piece situation.
“After that it is the madness of football and we have a mad six minutes and the game is gone.
“That can happen in the Premier League but it is something we have to get a grip of because it has happened twice with the Brighton game, but within that there is a little bit of wanting that first win, it is not quite there, you go 1-0 up and that feeling where you go on the back foot rather than the front foot and the message to the whole group is make it happen and not wait for it to happen.
”The players here know that but they have to make it happen.”
It was the fifth defeat in the last seven games where Burnley have taken the lead, but Dyche isn’t concerned about it being a psychological issue: “It shouldn’t be, I spoke to the players about it and they know that.
“The Premier League doesn’t work like that and you can’t wait for things to come your way you have to make it come your way.
”There is no human nature when you a professional outfit like we are. That is why you are a professional.
”We have certainly got to make sure that we get the mentality right, it is not a million miles away because I said to the players the margins are very tight at the moment and performance wise there are some really strong signs to what we are doing, particularly tonight, and to do what we did up until that stage was very pleasing but then you have got to take the game on.
”The biggest message which I cannot reiterate enough is that you can’t wait for football to give you anything, you have to make football give you something.
”We have to continue to work with the players on the mentality and they know, because we have been down this road before.
“We have enough experience in the Premier League – me, the staff, the squad, to know how the Premier League operates and it is about making it come our way.”