The Six Nations regular was informed by Lancaster that he had been dropped on Aug. 27, a few hours before the squad was officially announced.
"I knew as soon as I walked into the office ... that it was not good news," the 27-year-old was quoted as saying by the British media.
"I was the first player in. Obviously, Stuart wanted to get the tough one out of the way first.
"I've known Stuart for 12 or 13 years. I have huge respect for him as a bloke and for what he has achieved. I know it was a tough decision to make.
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"But he let me down. That's how I feel about it.
"It was one of the most heartbreaking things in my life. To get shipped out on the day that it is all announced, well that is a huge setback.
"I just didn't feel I had done anything wrong. I had trained well all summer. I had done for the jersey everything I could. That was the hardest thing for me.
"I didn't really listen much to what was being said. There wasn't even anything about being on standby in case of injury, keeping involved. It was just 'Boom'.
"I had broken down in the meeting room. But I had to put on a brave face in front of the lads and the coaching staff. That was one of the hardest things to do, to go into the training session when I was absolutely devastated. I was holding back the tears."
Lancaster, who resigned as England coach this month following a Rugby Football Union review, picked rugby league convert Burgess, who had played just one test for England at that point, instead.
Burgess has since returned to Australia to resume his career with the South Sydney Rabbitohs, and Burrell said he had no issues with the 26-year-old.
"I have got no grudge against Sam. He didn't put himself in the team. He had an opportunity of a lifetime and he was able to live that dream."
(Reporting by Simon Jennings in Bengaluru; editing by Amlan Chakraborty)
