The North Africans snatched a late winner on the eve of the Dutch squad's departure for New York, where they have another friendly against World Cup debutants Uzbekistan on Monday.
"I absolutely hate losing; this was a match we should have won,” a frustrated Koeman said. "We have to win these kinds of home matches; our (ranking) position demands it.”
Koeman felt the eighth-ranked Dutch dominated the opening 25 minutes against fellow World Cup qualifiers Algeria and had several good chances but then let matters slip.
"Because you don't put the game to bed within those first 25 minutes, you end up playing against yourselves," Koeman said.
"If you get four or five clear chances, you have to score. And even if that doesn't happen, it shouldn't become a problem.
"But after that, we started making things more difficult for ourselves. At times we lacked aggression and were simply too nice."
Algeria's Feyenoord winger Anis Hadj Moussa, playing on his home ground, netted the winner four minutes from time to dampen the Dutch squad’s mood ahead of their departure on Thursday.
Asked if it was better to suffer a defeat in the build-up rather than at the World Cup, Koeman replied, “No”.
"Winning always gives you a certain feeling. Losing is simply bad. We certainly don't need to panic now, but we do need to dot the i's and cross the t's again. You could call it a wake-up call," he said.
The Netherlands face Japan, Sweden and Tunisia in group F at the finals.