The Dons midfielder had a huge chance to put his team 2-1 up at Turf Moor as Niall McGinn teed him up on the edge of the box midway through the second period.
Had he found the net, it would have left the Premier League side requiring two goals to seal Europa League progress.
Instead of burying the ball past Anders Lindegaard, the Scotland international pulled his strike over the bar and it was Burnley who went on to secure a third qualifying round crack at Istanbul Basaksehir this week.
The 3-1 defeat after extra-time was a bitter blow for Shinnie as he confessed he cannot get the image of his big opening out of his mind.
“It’s disappointing,” he said. “It’s obviously been running through my head ever since. I’ve been scoring them all week in training but that means nothing. It’s all about the main stage and I didn’t put it away.
“We had chances to get the second goal which would have been crucial but it didn’t come and it’s hard to take, especially for me. I thought we were the better side over the two legs.”
Shinnie, pictured, added: “We didn’t have the greatest of starts to Thursday’s game but once we got a foothold in it we looked really good. It was the same in the second half, we didn’t start overly great. But once we got the momentum going I felt we were the side that was going to go on and win it.
“We had a few scares but I always felt we were looking good and it was about trying to push on and get the goal. Unfortunately chances were missed and that one will run through my head forever.”
The Dons, though, have an opportunity to soothe their wounds with the visit of Steven Gerrard’s new-look Rangers to Pittodrie today. Shinnie insists his fired-up team-mates will not let fatigue wreck their chances of making a big statement on the opening day of the Premiership.
He said: “We need to take the positives and move on to Sunday as a big game is coming round.
“I guess it’s a better thing for us that it’s Rangers as the atmosphere and the adrenaline will be pumping through our body, so you won’t even think about the tiredness at the time.”