The Reds headed to Old Trafford in confident mood and perched just two points behind their old adversaries in the Premier League table.
Klopp's side are next in action at home against Watford next Saturday.
He told Liverpool's official website: "It's really hard to take". They played a lot of long balls and we were not there. It doesn't work like this.More news: Met Opera sacks legendary conductor Levine after abuse probe
"We didn't, so that was the problem around the two goals [and] they could use these situations. I would say that's decent money but it looks like, 'what's that?' Everybody asks Roma, 'How can you do that?' That's unusual".
"Before the two goals, after the two goals, I thought we were dominant".
"I know how the situation is, people are saying that they play a specific kind of football and we play a specific kind of football... everybody makes a big thing of it but it's all about winning".
Liverpool found themselves two goals down at half-time after two goal-kicks that were won superbly by Romelu Lukaku were twice punished by Rashford.More news: Spotify Enlists Its Users to Add Music Metadata
"First of all, we don't need to concede the two goals in the first half; for the rest, it was hard to break them down, they sit and hope for the best on the break", the defender continued.
'Are we under pressure?
"I try in every game to score, to do something different, but I'm happy about the results and about what we have right now". "We will carry on, of course, but in the moment it's a big disappointment". If he is breached then United need to change the way they play and really open up, which they don't want to do with Liverpool's counter-attack being so brilliant.More news: Trump charges Ross with pushing European Union to lower tariffs, European Union demurs
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