The Wales international signed a two-year contract with the new team.
The 35-year-old is a goalkeeper.
He kept a clean sheet in the World Cup play-off for Wales.
I can't wait to get involved, it's a very exciting time to come on board.
It is a great club. The atmosphere at The City Ground is the best in the game and it is supported by a great fan base.
It will be different now that we're in the premier league.
Crystal Palace's goalkeeper, who has played 103 times for Wales and is the country's third most capped player, began his career at Wolves before moving to Palace. He played for the Eagles over the course of seven seasons but moved to the Clarets on a free transfer in July of last year.
Steve Cooper said thatWayne is an excellent goalkeeper who has proven himself at the highest level.