Despite leading through Shane Long’s exquisite first-half goal and controlling much of the game, the hosts ended the afternoon with nothing, after late efforts from Cesc Fàbregas and Branislav Ivanović turned the match on its head.
While there was controversy in the second half, with Charlie Austin having a big penalty appeal turned down and Saints feeling a free-kick should have been awarded in the build-up to Chelsea’s equaliser, van Dijk believes they also brought it on themselves somewhat.
"We are very disappointed, of course,” he said. “In the end, I think we did it ourselves. We dropped too much and we were not too careful with the ball as well, so we should have been better.
“They were lucky with the first goal, and then the second goal a set piece we should have done better.
"We conceded off a set piece and that happened only maybe once this year. We are very strong at it, but today a bit unlucky and we lose the game, and that's very disappointing.”
Despite the defeat, van Dijk remains optimistic about Saints’ situation, as they prepare to head to Bournemouth on Tuesday night.
“We still have a lot of confidence and know we can achieve good things this year,” he said.
"We need to switch on tomorrow for Bournemouth. It's going to be a massive game and a game we need to win. We want to win of course, but we need to win as well if we are to achieve the good things that we want. We're still in a good place. Today is very disappointing, but we will keep going.”