The winger, who had been a target for McLeish throughout the January transfer window, scored either side of half time to condemn The Reds to defeat.
Billy Sharp netted a last minute penalty but it was too little too late for Forest as the game ended 2-1 to the hosts
McLeish said: “Burkey came back to haunt me. We know that he was capable of doing that today, he’s a good player, but we were disappointed by the manner of his goals. We were in possession twice and surrendered the ball - five seconds later it was in the back of the net.
“We should have done better at the back - our concentration was poor and our one-on-one tackling wasn’t good enough in certain situations. If we did these things better we wouldn’t concede.
“We had a number of chances but Jack Butland was in fine form, you could see the confidence oozing out of him.
“The players need to up their level - a few individuals have dropped on that front. I don’t think it will affect their confidence because we have been very encouraging with them on the training ground.
“It’s up to them to give themselves a shake and get themselves back up the table.”