The Reds were beaten 2-1 at Brighton on Saturday just days after thrashing Galatasaray in the Champions League.
"My initial reaction, frustration, I think I have been repeating myself lately," Van Dijk said. "It is the situation. I was also surprised when I was on the training pitch yesterday (Friday), and I only saw the amount of players that I saw, but that is the situation. So yes, it is tough.
"Listen, I don't know what to say - I said over the last months the same thing. We can't build on a good performance. That is something that has to change if we are to achieve what we are trying to achieve, and that is Champions League football.
"We are trying everything. We are trying to turn it around and we are hopefully going to turn a corner, but it doesn't look that way at the moment. Obviously we go away now to our different countries. Everyone has a responsibility to stay as fit as everyone can and come back ever better if that is possible.
"I would rather to try and win games. But the next one for me is against Norway. That will be my focus now, but the feeling I have and the rest of the players should have is frustration, because it is the same story now. It happened again."
Van Dijk added: "I've been asked that question (what the issue is) many times this season and it still didn't happen. It's down to us and so we have to do it as players, as a group. If we change that, then obviously we can be a very dangerous force throughout the whole season. But at the moment, we are not.
"I'm going to Holland now, and everyone is going to different countries. Everyone has to look after themselves. Most of the players play friendlies as well and then we come back and we have a very quick turnaround again because we are back on Thursday and play on Saturday, early kick-off again.
"Then PSG, Fulham and PSG again - very intense days. Let's see how everyone comes back and embraces it, but no-one wants to lose games and keep being in that cycle.
"I'm also frustrated for the fans. They travel all the way here, early, supporting us, and we couldn't deliver again. So it's tough."