The Reds have conceded goals in their previous two fixtures after failing to clear the ball from knock-downs, and Klopp says he is working hard with his team to rectify the problem.
"It's concentration but it's also a little bit of readiness in these moments," he told reporters ahead of Saturday's trip to face Leicester.
"So, the second ball situation, we have spoken about set-pieces since I've been here more or less. In different moments, we conceded a few goals with a first ball - cross-header, cross-volley, whatever - we solved this, so far.
"[We have] a much better formation, we use formation very well. That's how it is, we cannot defend a set-piece with a header to the other half [of the pitch], a 50-yard header, so there will be an opportunity for a second ball.
"Fighting for these balls we need to do differently. What we have at the moment because of the situation is that everybody wants to help where the first ball is, you see this very often.
"We come too close together in the situation where the first ball is going after a throw-in. It means for the second ball we don't have a good formation but we really work on this.
"We see it in the game and, again, the step is in the wrong direction. Around these situations there is not the same confidence as there is [with] the ball, it looks much more natural.
"That's the situation, each manager in football has another hole to fill. But, if you would ask me what would you prefer: 'Do you want your team perfect in defending set-pieces but don't know how to play football, or would you prefer the other way round?' - I still would take this one.
"We are on it, how you can imagine. But I cannot do it and say, 'Look at this, look at this, look at this!' In the moment, it feels like we solved it but in the situation you can see again we are back to old patterns or how we did it a few weeks before.
"We need to get more natural in these things because it's not that difficult to be honest but it happens too often, that's how it is. Now we have to work - that's what we did already and that's what we do again. And then it will be even more difficult to create something against us."