The Reds were caught out twice on the counter-attack by United.
"For the first goal we had no protection, we wanted it too much," said Klopp. "Things like this should not happen. We had too many players in a receiving position.
"There were some mistakes around the goals. If you want to win here you have to be absolutely top and we were not.
"It's not what we wanted so it's frustrating. We scored twice and that's all okay, but they scored three."