Van Dijk knows the 2-0 loss in the Premier League is painful, but that they must work to finish the season in the right manner.
"(It was) unnecessary," the captain told Sky Sports.
"These games especially are always a big fight, and something that we shouldn't have lost, in my opinion.
"But we did, and now we have to pick ourselves up and be ready for an early kick-off (against West Ham United) on Saturday."
Van Dijk continued: "(In the second half) you try to force things, and I think we gave too many crosses where they could just clear easily. I still think in the first half we had clear-cut chances that we should have scored.
"But eventually, we weren't good enough. It starts with the fight, and we all have to do much better. We can't let the season go out like tonight and the first half against Crystal Palace especially, which was also very disappointing. We have to do much better in every sense. It's a tough one today."