The 31-year-old former World Boxing Organisation title-holder, who has joined the Essex gym of Tony Sims, said his decision to seek a change of scenery was prompted by a feeling he had become stale.
Burns, who parted company with Nelson after relinquishing his crown to the American Terence Crawford at the start of last month, said: "After my last fight, I sat down with my family and spoke about the situation and I just felt I needed a change. I decided to find a new trainer and I have teamed up with Tony Sims. It's a great gym and I get on really well with Tony and the other lads, such as Kevin Mitchell, Anthony Joshua and John Ryder.
"We are going to Spain on Monday and I think the change of trainer, getting some new ideas and a total change of scenery will be good and will bring out the best in me."
Sims is highly regarded. He guided Darren Barker to the International Boxing Federation middleweight title last year while Mitchell - stopped by Burns in four rounds two years ago - is in line to fight an eliminator for Miguel Vazquez's IBF lightweight title.
Burns, from Coatbridge, also revealed the criticism he received in the wake of his unanimous points loss to Crawford has motivated him to try to regain a world crown.
"It just made me all the more determined as I have some things I would like to prove to myself," he said. "After the fight, people were saying I was past it and that I hadn't looked good in my previous couple of fights, and that annoyed me.
"There's a lot more to come from me and we are possibly looking to go down the World Boxing Council route, although I would love a rematch with Crawford.
"Although Crawford is good, I wouldn't say he's so good that I wouldn't want to fight him again and I would be more than happy to go to America if that's what they wanted because I belong at world level."
The boxer's promoter, Eddie Hearn, has confirmed that Burns will return to the ring at the end of June, at Braehead Arena, Renfrewshire, in a possible title eliminator against a high-ranking WBC contender, with a view to earning an eventual crack at the champion, the Mexican- American Omar Figueroa.