Van Dijk will need surgery on his knee and could be out for as long as nine months.
"This was different than normal," said Wijnaldum. "The way it happened was really hard for us, and everyone still has a really bad feeling about it.
"None of the players slept. It's a hard one to take and it was a hard one for the team.
"Virgil is a really important player in our team - he has showed that since he came in.
"He is a leader. It's up to us to show that we can still put in good performances without Virgil. We have to."