Arsenal winger Bukayo Saka scored twice, including a late winning penalty, to hand the visitors their second loss of the campaign and help the Gunners back to the top of the standings.
Liverpool have 10 points from eight games and are enduring their worst start in manager Jurgen Klopp's seven-year reign.
Van Dijk said a lack of confidence had affected them in recent matches.
"We're all human beings and sometimes you need confidence in certain moments ... if your confidence isn't as high, it isn't helping in certain situations," Van Dijk told Sky Sports.
"Every human being whatever job, whatever situation, you need a little bit of confidence to perform in the highest level. If you're not winning like we are used to then confidence is creeping away, but we know that it can turn around.
"We know we have to work and we have to work hard. That's the only thing to do and the only way forward."
Klopp's side visit Rangers in the Champions League in midweek before welcoming Manchester City to Merseyside in the Premier League.
"The only thing we can do is try to win the next game," Van Dijk said.
"We know in the league it's going to be quite a tough one but first we have to recover, look at ... what we can do better because there will be plenty of moments that we can all do better."
