The former Osprey and 33-cap Wales international was making his first appearance at his former home ground in Swansea since he left the club in October 2010.
An encouraging display from Henson was ultimately spoiled by the Ospreys, winning 17-12 thanks to a Tommy Bowe try and two penalties apiece from Dan Biggar and Matthew Morgan.
However, despite the disappointing team scoreline Burnell believed Henson's display was a cause for optimism.
"We were more than capable of winning and are bitterly disappointed with that result," said Burnell. "A draw would have been a fair result.
"Gavin didn't do anything wrong, he kept us going forward and the most pleasing thing is that he's got through another full game. It's great to see him back playing rugby and next week against Leinster will be another challenge for him."
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