The reigning Premier League champions were well beaten in their Champions League quarter-final first leg at the Parc des Princes.
Liverpool only had three shots, none of which were on target, across the 90 minutes, with just 26% possession.
Speaking to TNT Sports after the game, Van Dijk, 34, admitted it was a “tough” outing for his side, but urged them to “be better.”
"Tough, tough work. Always expected. I think we defended with a lot of bodies around the box. Unfortunately, the first goal is a deflection. We get some small moments on the break where we could have done better.
"But now it's a quick turnaround, and we have Fulham waiting for us as well."
Arne Slot also decided to play a back five, which Van Dijk defended, saying: "They always move around everywhere. We have to communicate and follow your man and take risks in that sense. As well and wait for the right moment to win the ball.
“Hopefully, we can be much better, especially possession at Anfield.”