Clarets manager Sean Dyche has previously admitted that he doubts a permanent contract can be agreed for the 21-year-old winger, who arrived at Turf Moor last week on a deal until the end of the season.
Kacaniklic is enjoying his time at Burnley and keen to help them enjoy a strong finish, but he has made it clear that he sees his long-term future with Fulham.
"I am happy at Fulham," he said in the Fulham & Hammersmith Chronicle. "My target is to play every week and become one of their main players.
"But I've got a better chance of first-team football here at the moment. They have a lot of games still to play, so that's why I wanted to come to Burnley.
"It's also an opportunity to show the Fulham manager what I can do. Hopefully I can get some goals and assists and help the team."
Kacaniklic made the temporary switch to Burnley after falling down the pecking order at Craven Cottage following the January arrival of Urby Emanuelson, but he is still proud of his development this season.
He said: "It's been a good season. I've made 12 starts in the Premier League and scored three goals.
"I've also made my debut for the (Sweden) national team and managed to get a couple of MoMs.
"But I feel I need to be playing to continue my progress, which is why I came here."