James Milner was seen speaking passionately to the players at the final whistle.
“Of course everyone gets upset and the way we conceded those goals is something to be angry about," said Van Dijk.
“We need to be honest with ourselves and everyone was. We need to do better. You have to tell each other the truth.
“But there is no reason to panic. West Brom are fighting for their lives so in the end they were very direct. We didn't deal with the set-pieces how we should have but I am not worried at all.
“It was just roles we had and didn't follow. We need to switch on again and do the same things that we always did. I think we should be fine. It is a massive opportunity to get a good result on Tuesday than could help us reach the final. There is no need to stress at all."