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Burnige made the claim - opening old wounds in the process - in an interview with the South London Press when asked about the former Lions striker.
"I was devastated when I heard Steve had been sacked without ever having the chance to manage even one competitive game," said the ex-chairman. "I happen to believe if he had stayed in the job,we would not have been relegated."
Claridge's reign at The Den lasted just thirty-six days before he was dismissed after a run of poor pre-season results by then chairman Theo Paphitis, who had resumed his position after Burnige himself resigned.
"Steve's sacking left unfair question marks about his abilities.
"But I am sure he'll bounce back and get another chance to manage a club. I'll be right behind him when that happens."
Claridge himself has welcomed the supported he has received from the club and agreed to bury the hatchet with Paphitis earlier this week.
"It was a fabulous opportunity for me," he told the SLP. "It was the right club, but perhaps it was at the wrong time, with everything that went on.
"And Millwall will always be the right club for me - everyone knows that. I would like to think that maybe I'll get a proper chance to do the job one day
"I am just glad I can now wipe the slate clean - I was totally blameless for what happened.
"I was finally able to let go, when I spoke to Theo. I have done too much in the game and worked too hard to be dismissed that way."