Planet of the Apes is top of the US box office
He told the Independent newspaper he would "rather jump out of a window" than make a follow up to the film.
The movie, which is released in the UK on Friday, is currently top of the American box office.
The outspoken film-maker also commented that the only time Hollywood took any notice was when "you go ballistic and psychotic".
Burton has taken on several high-profile but complicated movies including Batman and Edward Scissorhands.
His latest project saw him direct a group of actors dressed up as apes, interacting with humans.
The ape actors, such as Tim Roth who played the ruthless General Thade, spent up to four hours a day in make-up to make them look authentic.
But Burton told the Independent of his frustration at the Hollywood film industry.
He said: "They give you a script, and you do a budget based on that, and say 'this movie would cost $300m (£207m) to make', and then they treat you like a crazy, overspending, crazy-person.
"It's like, 'Well, you gave me the script'."
"I'm fascinated by the studio technique that sort of leaves you bloodied, beaten and left for dead right before you're supposed to go out and make a great movie for them."
Planet of the Apes is a remake of the 1968 classic movie starring Charlton Heston and the late Roddy McDowell.
It sees Wahlberg as an astronaut land on a strange planet inhabited by hostile talking apes.
Stars from the film, including Wahlberg and Helen Bonham Carter, attended the London première on Tuesday.
The film comes out in the UK on Friday.