Derby County's new midfielder is something of a knock-out specialist, being part of Chelsea and Celtic squads that have reached two finals each since 1994.
Twice, however, United have got the better of the Scottish international in the FA Cup in his Chelsea days, first in the final five years ago and then in a semi-final two seasons later, when the Rams' pounds 3m buy made the error that cost his side victory, his misplaced pass enabling David Beckham to score the winner.
Burley will be part of the Derby side which begins their attempt to reach Wembley for the first time since 1946 at home to Burnley today and he said: "I had some good times at Chelsea in the FA Cup, reaching the final twice and the semi-final on three occasions. I've got good memories of that.
"I played in one Cup final with Chelsea in 1994 but I didn't play in the other one in 1997, when they beat Middlesbrough. I played in a semi- final as well so I've had a few good seasons in terms of the Cup. Obviously I know what it's like to lose in a Cup final as well.
"I don't think about the semi-final any more. Life's full of mistakes and from my point of view it's how you deal with them. I've just got on with it.
"I missed out on the Scottish Cup final with Celtic last season because I got stretchered off the week before with a knee injury. But in my first season with Celtic we won the League and Coca-Cola Cup, so I've good memories of that. In general my memories of playing in the FA Cup are quite good.
"I would rather United were in the competition but it's their decision and the competition won't come to an end. I think it's better to have every team in it. Manchester United beat Chelsea when I was playing in the 1994 Cup final and you've got to have all the best teams in it.
"But I'm not a guy who's after revenge. I'm just interested in doing well for myself and the club."
Jim Smith, the Derby manager, also feels the treble-winners should not have opted out of the FA Cup in favour of the World Club Championship.
"This is, and always has been, a huge competition," he said. "I was very critical of Manchester United's decision not to defend the trophy but to play in Brazil. They were put under pressure but my opinion has not changed. The FA Cup is the oldest and best knock-out competition in the world."Reuse content