The visitors drew first blood in the fifth minute thanks to a thumping 25-yard drive from Robbie Blake.
Blackburn regrouped and sealed the points through goals from David Dunn, Franco di Santo and Pascal Chimbonda before substitute Chris Eagles got a second for Burnley.
Burnley got off to the best possible start when Blake picked up the ball just beyond the halfway line and raced forward as Blackburn backed off. He took advantage of the space on offer to deliver a thunderous strike from 25 yards beyond Paul Robinson.
The Clarets' lead was short-lived however as Blackburn equalised in the ninth minute following a flowing move.
Morten Gamst Pedersen crossed the ball into the area and a clever flick by Di Santo released Dunn and he scored from close range.
Blackburn went ahead in the 22nd minute when Di Santo took advantage of Graham Alexander's misplaced clearance although there was a question mark over whether goalkeeper Brian Jensen was impeded one of his own players.
Blackburn extended their lead in the 43rd minute with a splendid goal. Keith Andrews picked out Pedersen on the left and he released Chimbonda on the overlap.
The former Tottenham full-back got away from Steven Fletcher and cut into the area before finding the corner with his effort.
Former Manchester United man Eagles pulled a goal back in stoppage time, scoring from close range following a cross from Stephen Jordan.