The France international feels that the Europa League game against Belgian side Gent on Thursday will be a perfect opportunity for him and his teammates to do just that.
The defeat against the Reds left Spurs ten points behind leaders Chelsea in the Premier League, but they are still involved in the Europa League and the FA Cup this season.
Lloris said: "The most important thing is to show a response.
"This is a chance to do that. This season is a good opportunity for every player in this squad to create history for this club but for that you need to put in a lot of effort, be committed with the team and your club and show your abilities and skills all together.
"Football is always about basics. Look at the Liverpool game: it's not about tactics or technique. It's more about the spirit. We can't win with one or two players. It's about the team, all together.
"In your mind this competition has to be like the Champions League. The Europa League is still good to win and we're all ambitious. We want to go as far as possible. But, for that, we have to be focused, to switch on our minds and be ready for a fight."