Andoni Iraola’s side suffered their first Champions League defeat of 2026-27 on a rainy night in Istanbul, despite taking the lead twice.
All of Fenerbahce’s goals came form set pieces, and that left Van Dijk frustrated with his side’s defensive lapses.
"It's definitely not sustainable," Van Dijk told reporters after the game.
"That's why it's a very disappointing night for many reasons, but definitely because of the goals we conceded and the manner we conceded them as well.
“There is work to do. Three set-pieces as well. We have been very good at them so far this season, but we switched off and weren't ready for the first and second balls. It's a tough one to take."
"I mentioned after the last game against Arsenal that we as a group have to go through good moments but also lesser good moments," Van Dijk explained.
"That will only form a bigger bond and it will be only beneficial. No-one wants to lose games, especially how we did, but it should only help us in the near future.
“We should not accept losing, especially in the manner we did."