Diego Lopez had Valencia ahead, before Celta struck via Oscar Mingueza, Iago Aspas and Fran Beltran.
Baraja said afterwards: "It's a difficult time. What has happened, happened. We have to keep calm. We will try to work and think about the things we have to improve, as in those aspects, we either do them well or we won't be competitive. The team can put in effort, compete and we can be more solid. That's my feeling.
"I didn't like the way the team played, even at 1-0. They pushed through our press. The goals conceded can really be improved on in every sense. They scored again at the far post, like the other day against Barça, and we know that the fifth man must help. The second was a counterattack after high pressing. The third goal could have been a penalty and then it was a clear move in which we almost conceded from a pass backwards, instead of going forward.
"If you give them the corner, you give them chances.
"We have to evaluate the game first, which gives us answers. We didn't play well . In the first half we did not understand what to do. We were late with our pressing. We did not know how to hold on to the 1-0 advantage. We immediately gave Celta the chance to score two goals.
"We have to understand that if we do not play at the pace that the game needs to compete in the Primera División, then we can't win. We weren't solid and Celta were better. We have to improve, reset and work to be competitive. Now is the time to try to keep calm and look for changes to be more solid. We want to defend better and if we achieve that, what happened today will not happen again."