Jones joined Saints for a nominal fee in 2004 but only really made a first-team impact last season.
He netted 16 times in 41 appearances during the 2006/07 campaign.
"It's a shame but when you have someone who is excellent in this division, Premier League clubs will be interested," said Burley.
"You don't want to have to sell your best players, but sometimes other issues take these things out of your hands."