"It was a wild game, it's a game Brentford really wants," Klopp told Sky Sports.
"I'm not sure you can control it, each corner is a massive threat, we concede the first goal when we should already be 2-0 up. We have to be much more clear when we are in control of the game and we couldn't do that tonight."
An own goal by Ibrahima Konate following a corner and a strike from Yoane Wissa gave Brentford a two-goal cushion in the first half while they also had two strikes ruled out after VAR reviews.
Liverpool responded with a headed goal from Alex Oxlade-Chamberlain in the second half but Brentford made sure of the victory with a late strike from Bryan Mbeumo, which Klopp thought should have been disallowed for a foul by the forward on Konate.
"I'm not happy with the way we conceded, they are really stretching the rules, pushing and holding, that's why it's difficult but yes I wish we were better in these situations," Klopp said.
"A foul is a foul, holding is holding, pushing is pushing. There's a reason why they (Brentford) are so successful at set pieces but there are some rules.
"I didn't want to play the game they wanted to play but it happened like that. The third goal has nothing to do with anything else, the third goal I cannot really respect."
Brentford coach Thomas Frank hailed his side after yet another victory against one of the Premier League's top sides. Brentford beat Arsenal and Chelsea in their debut campaign in the top flight while in their second season they have thrashed Manchester United 4-0 and beaten Manchester City 2-1.
"I can’t say that they’re surprising me massively but they keep impressing me,” the Danish coach said.
"It’s a fantastic result for us in many, many ways but to do what we were capable of doing here against Liverpool is very impressive."
