Gilks has penned a two-year deal at Turf Moor after turning down the offer of a new contract with Blackpool – the club he joined from Norwich City in 2008.
The 32-year-old, who made 182 league appearances during his time with the Seasiders, collected the club’s Player of the Year award for his displays last season and new boss Jose Riga was said to be keen to keep hold of him.
Gilks was the last remaining member of the squad from Blackpool’s 2010/11 Premier League campaign, but he says that he is now ready for a new challenge.
"The move was mentioned at the end of last season. I think I wanted to move on. I had three brilliant years under Ian Holloway," he told the Blackpool Gazette.
"What we achieved was fantastic, but I realised I was due for a change and probably the club did too.
"I spoke to several other clubs but when I got a call from Burnley things quickly escalated from there."
Burnely suffered relegation after just one season in the top-flight the last time they played at that level - in 2009/10, and Gilks acknowledged the size of the task now facing Sean Dyche’s side.
He said: "Hopefully Burnley can stay in the Premier League this time. I don’t live too far away, so the locality is great for me.
"And when you have Chelsea and Manchester United at home in your first three games, you know you have to be right on it from day one. But I know I’ve had a good off-season and will be ready to go."