The England international said he was worried about being penalised, especially with the use of VAR.
With Man City on the attack, the ball appeared to have hit the hand of the right-back in the Liverpool area.
The incident led to huge protests from City players.
However, the Referee ignored and Liverpool broke down the other end leading to Fabinho’s opening goal.
VAR checked the handball decision and agreed with the referee, allowing Fabinho’s goal to stand.
“I think it [the ball] might have hit my arm but it hit Bernardo Silva’s first,” Alexander-Arnold told Sky Sports.
“You have to carry on playing, they complained but you have to keep on playing.”
City boss, Pep Guardiola was furious with the decision and was said to be asking TV officials in the tunnel at half-time why it wasn’t awarded.
