One of the bids received for the former Cardiff man came from their opponents abut Clark revealed it did not come close to the club's valuation.
"Chris Burke is back to his form of last season when he was the best player in the Championship.
"In the last seven or eight games he has been fantastic and I am glad we turned down what wasn't the biggest of bids for him from Nottingham Forest.
"I am enjoying it at the moment because we have a lot of pace in the team when we break.
"I just wish we could have got that elusive clean sheet," he said.
"I'm not disputing the penalty but if that was a penalty then Chris Burke's one 10 minutes earlier was probably a penalty. In the last four games we have had three penalties against us.
"I was disappointed we didn't win by a bigger margin with the chances we had particularly in the second half."
The Blues manager also commented on goalkeeper Jack Butland's performance, after he snubbed a move to Chelsea in favour of joining Stoke, before being loaned back to Birmingham for the rest of the season.
Clark added: "He isn't bad for a lad on loan! Not only is he a magnificent goalkeeper, I think the way he has conducted himself about the whole business has been top draw. Really mature."