The Dane has challenged teammates to cement a third-placed finish in the Premier League and to lift the FA Cup in May.
"Everyone wants the best for the club and there's a lot of passion from us and from the fans, which is how it should be," he told the club's website.
"I can understand any frustrations because tonight we weren't good enough and we know we have to do a lot better. We want to do this for the fans because we are all proud to play for this club.
"We have to go again and I'm sure the fans will be there again at the weekend to support us, which we need.
"We have to stay focused because we want to finish the season strongly and ensure that we finish third. We've also got a cup final at Wembley that we want to win, so there's still a lot of important games left for us to play this season.
"We need to look at ourselves after this result and then move onto the next game. We want to finish third and win a trophy not just for ourselves, but for the fans as well because they are so passionate for this club."