The defeat ended the Reds’ season long unbeaten run and lifted Watford out of relegation zone.
The German tactician refused to make any excuses after their first defeat in 45 games.
Senegalese Ismaila Sarr scored twice, while Troy Deeney made 3 for the Hornets.
Klopp said the best team won, adding that his side must accept the loss in the right banner.
He said, “They did exactly what they wanted to do, we did not. That’s how football works
“The first half was a tough one, a lot of second balls, running here and there, we had the ball a lot but we didn’t come in the right positions to cross, the right positions to finish, against a really good, organised side, with a top set-up for this game.
“You have to accept it, it’s not so easy, but it’s the proof we were not good enough tonight. It’s always very difficult.
“We have to accept if after. In the game you have to fight. We were 3-0 down, but we still tried, there were no silly situations where somebody got frustrated and tried to kick someone.
“If you win good, if you lose, try to do it in the right manner and do it like a man.”
“We want to win the next game in the FA Cup and then in the league against Bournemouth – I mean, that’s the only way forward.
“The whole season we haven’t lost a game like this. They did very, very well and we should have done better – we want to strike back straight away.”
