However the game was then decided after Thiago was judged to have caught Gabriel Jesus in the box for a penalty, which Saka converted for his brace and the game-deciding goal.
Van Dijk, however, was fuming at the decision and believed that it was not the right decision.
After the game told Sky Sports: 'Very disappointed, obviously it was a very tough game for both sides," Van Dijk told Sky Sports.
'We had good moments, bad moments and it got decided by a penalty that from our point of view wasn't a penalty.
'It's gone so quick, I've no idea how it looked in slow motion but unfortunately, we couldn't get the points to bring it back to Liverpool.
The defeat leaves Liverpool 14 points behind the league leaders, despite the fact they finished 23 points ahead of the Gunner last season.
The defender added: 'It is tough to take in general, conceding goals but we know that they are in the best moment of their lives.
'They've lost one but apart from that they've had a great season and it's always going to be tough.
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