Reina, who had no chance with Mathieu Valbuena's long-range winner, said: "Everything went wrong and we have to sort it out.
"Last year we were brilliant in the Champions League but started the Premier League poorly. Now it looks like it's the other way round.
Full-back Steve Finnan admits the Marseille defeat will have a huge impact on Liverpool's entire approach to remaining games.
He said: "We didn't have enough creativity to open them up and this changes the way we have to approach the rest of the games a lot now.
"It's now an uphill task with difficult away games but there's enough confidence in the squad to get the results to go through."