Following Cotterill's departure, the Clarets have leapfrogged Wednesday and are three places above them in 13th.
But Davis was easily the busiest keeper as the Clarets created chance after chance.
The Clarets also have the option to make the deal permanent for the 25-year-old Liverpudlian.
But for Nick Montgomery's fortunate goal-line block after 55 minutes the Clarets would have doubled their lead.
And the Clarets will not lack in confidence, having put away Chelsea and Arsenal in previous rounds.
More success followed in 1994 when he took the Clarets up again to Division One via the play-offs.
The Clarets unbeaten home record remained intact as they turned on the style in a one-way second half.
Burnley boss Owen Coyle has also received rave reviews for the Clarets' start to life in the Premier League.
The Clarets did have the ball in the net as early as the 21st minute but the goal was disallowed.
At the time the Clarets were in 15th position but Laws won only two games, as the club were relegated.
The Clarets are in the Premier League relegation zone but Laws has adamantly denied the claims made by the player.
The Clarets clinched promotion to the Premier League on Monday with a 1-0 win over Sheffield United in the play-off final.
And in first-half injury time Clarets substitute Gudjonsson almost connected with a Steven Thompson header back across the face of goal.
The Clarets were in trouble as early as the sixth minute when Clarke Carlisle was sent off for a professional foul.
And Stewart was left to field questions following Burnley's victory with the news conference dominated by Coyle's future at the Clarets.
His best football memory from the sixties, apart from the Division 1 Championship, is a 5-3 away win by the Clarets over United.
The result gives Burnley their first opening-day victory in three seasons and Laws only his fourth win in 21 games as Clarets manager.
Saturday's contest was the first match at Turf Moor since the Clarets appointed Eddie Howe as manager on 16 January, on a three-and-a-half-year contract.
Northern Ireland international Jones, 32, failed to make a first team appearance for the Clarets, having been loaned out to Bradford City from November onwards.
He was also thought to be in the frame to replace Owen Coyle at Burnley when the Clarets boss completes his expected move to Bolton.
The Clarets were in contention because of a good disciplinary record but lost out after England failed to achieve a top-three place in those standings.
Clarets manager Brian Laws was able to field seven of the players who finished last season's Premier League campaign with a 4-2 victory over Tottenham.
The 37-year-old enjoyed a remarkable campaign as the Clarets reached the top flight for the first time since 1976, starting all 61 league and cup games.
With half-time approaching, Collison appeared to shove Nugent in the back in the centre of the area, sparking a fruitless penalty claim by the Clarets forward.
The ball found its way to Aaron Webster, whose shot was blocked, while Jacques Maghoma later saw an effort comfortably saved by Clarets goalkeeper Lee Grant.
The Clarets quickly threatened to extend their lead after hitting Villa on the break but the move was undermined by a poor pass from Chris Eagles.
Little's goal, six minutes after the interval, helped extend the Clarets unbeaten run to six games while condemning Wimbledon to a fourth away defeat of the campaign.
Coyle decided to remain at Turf Moor after leading the Clarets into the English Premier League, while Martinez opted for the lure of his former club Wigan.
Striker David Healy made it two goals in two games by scoring for Sunderland on Saturday while in-form Burnley striker Martin Paterson was again on target for the Clarets.
It was the first hat-trick of the Denmark international's career - and Bendtner insisted after the match that his atrocious finishing against the Clarets had not dented his self-belief.
BBC: Nicklas Bendtner delights Arsenal manager Arsene Wenger
应用推荐