Although the Robins were hammered 50-0 at Wembley in the Challenge Cup final on Saturday, Burrow belives that they are a club which are heading in the right direction.
His current team-mate Jamie Peacock is also heading over to east Hull next season to work in director or rugby role, something from which the Robins are sure to benefit.
“I’ve been there myself,” he told Love Rugby League after the game.
“Obviously you take a lot from the negative side of it, the experience is something that you remember and use for the future.
“Hull KR are a fantastic side, and they’ll be involved in many, many finals in the future I’m sure.
“Jamie Peacock is going there and he’ll want to bring success.
“It’s tough. It’s hard to handle, but you’ve just got to move on. The league game is the week after, so you can’t dwell on it too much.
“I wouldn’t dwell too much on the fact that they’ve been to a final and lost. They’ve got a great squad there.”
Burrow also believes that this current Leeds team has a great blend of senior players, youth and younger players who are now reaching their peaks.
“We’ve got a good mix in there of experience and youth. We’ve got some really talented young lads.
“We’ve got the old heads, but the bigger guys in the team now are probably the younger guys who are standing up and making a name for themselves.
“You’ve got to put that down to the club system. They’ve recruited really well.
“We’ve got some exciting players who are just going to get better and better.
“We’re losing Sinfield, Peacock and Leuluai next year, and, while you can’t replace people like them, but when you’ve got young lads like Kallum Watkins, Zak Hardaker and people like that, it stands you in good stead.
“We just play to our strengths, and we’ve got great centres and wingers.
“There was nobody on the Hull KR side we were targeting, we were just playing to our strengths.
“We were mostly focused on what we could do well, rather than the opposition.