Liverpool slipped to a comprehensive 2-0 FA Cup fifth-round loss at Stamford Bridge, with Willian and Ross Barkley on target amid a return to form from an inspired Kepa Arrizabalaga, but Klopp insists he has no worries over his side's stalled momentum.
Two weeks ago the runaway Premier League leaders had lost just twice in 41 matches.
Now Klopp's men have tasted Champions League defeat at Atletico Madrid and a 3-0 thumping at Watford, followed by Tuesday's Stamford Bridge reverse.
The Reds still enjoy a 22-point Premier League cushion over second-placed Manchester City, leaving Klopp to maintain he has few fears despite another costly loss.
However he does accept that his side's defending has not been good enough and they have presented far too many chances to the opposition and conceded too many goals.
The German tactician admitted the performance against Watford was "bad" but there were no such concerns after the Chelsea loss, and Klopp is not concerned.
Liverpool have now leaked eight goals in four games but Klopp is confident his side will hit back to top form, with Bournemouth on Merseyside on Saturday before the second leg against Atletico at Anfield.
"Look it's alright, the numbers are there, the facts are there, that's clear," said Klopp. "It's much more easy to explain when you win than when you lose.
"I don't have a lot of arguments. It's a free world and everyone can interpret. It's little things, but little things make the difference.
"The boys are strong, they have showed a wonderful reaction so many times, and now we have to show that again."
Liverpool are back in action against Bournemouth at the weekend and more questions will be asked unless they pick up a positive result.