The Merseyside outfit had made the perfect start to 2019-20, winning all five of their Premier League games, however, that winning run was halted by Napoli on Tuesday.
Liverpool's Champions League bow didn't go according to plan as they went down 2-0 to the Italian side in Naples.
It's the first time that the winners of the competition have gone on to lose their opening game of the following campaign since AC Milan suffered that fate in 1994.
But Liverpool can't afford to wallow in defeat and they must be back at it for Sunday when they head to Premier League rivals Chelsea.
The trip to Stamford Bridge is undoubtedly their biggest test of the Premier League season to date after seeing off Norwich, Southampton, Arsenal, Burnley and Newcastle.
The Reds have already beaten Chelsea once this season, earning victory courtesy of a penalty shootout in the UEFA Super Cup, so the Blues are likely to be seeking revenge.
Last season saw Liverpool earn a 1-1 draw in west London but they haven't won at Chelsea since 2016, and will be under serious pressure as they look to stay at least five points clear of rivals Manchester City in the standings.
Van Dijk, who recently rubbished claims he's in talks over a new deal, accepts that their triumph in the Champions League last season has placed a target on Liverpool's back both domestically and on the European stage.
But the Dutchman, who gifted Napoli their second goal, insists they welcome that extra pressure and has called on the squad to refocus for this weekend.
Van Dijk said: "I think everyone wants to beat us no matter what competition. That's something we have to deal with but it's not going to be a problem at all.
"We have to enjoy that as well and I think for them to win their first game is obviously big. For us to lose our first game is obviously not what we wanted but the only thing we can do is try to win all the other games and now focus on Chelsea."