The 21-year-old appeared set to spend the season on loan with the Tykes, the switch going through late on transfer deadline day.
However, all parties were in for a nasty shock nearly a week later when it was discovered the paperwork had not been completed properly, resulting in the loan being cancelled.
McBurnie is now back in south Wales and was on target on his return for the Swans as the Under-23s got the better of Derby on Monday night.
The Scot says he is ready to get his head down and work hard after his transfer disappointment, claiming his goal now is to feature for the Swans on a regular basis.
“It came out of the blue,” McBurnie told Wales Online, when discussing his loan collapsing. “I joined up after getting back from Scotland and I went out and trained with the rest of the lads there and was looking forward to settling in.
“Then, that evening, the phone rang and it was the manager (Heckingbottom) ringing to tell me he was really sorry but they had seen an appeal rejected, the move had been cancelled and I needed to go back to Swansea.
“I didn’t really know what to say, I was a bit stunned to be honest because I did not know there was any problem until I had the phone call. It was out the blue.
“I know I need to have the right attitude about it, I cannot sulk or let it affect me. I have a job to do for this football club and I want to do my absolute best here and try and force my way into the gaffer’s first-team plans,” he said.
“I have got to take it on the chin, and it could be a blessing in disguise if I can do enough to show the gaffer I deserve a place in the first team.”