The singer admitted that he wanted to record one of Stock Aitken Waterman's songs in the '80s after signing to the producers' label.
However, Burns has confessed that Waterman wouldn't write for them as he believed their own material was good enough.
Burns told the Daily Star: "They wouldn't give us any songs – much to my horror – they thought I was good enough. But I wanted their hits.
"I'd think, 'Why didn't you give me 'Respectable' or some of those great Mel & Kim songs?' They just said, 'Do it yourself'."
Dead Or Alive will play the Hit Factory Live event in Hyde Park on July 11, which will feature a lineup of artists from the PWL label.
The concert is being held in celebration of over 250 million records sold and will include further performances from Steps, Rick Astley, Bananarama, Sinitta and Sonia.
Tickets for the show go on sale from 9am on March 23.