Liverpool kicked out of FA Cup after losing 2-0 to Chelsea in the fifth round at Stamford Bridge.
The home side took the lead through Willian in 13th minute before Ross Barkley finish it off in 64th minute.
This is the second defeat in a row for Liverpool, after losing 3-0 to Watford few days ago.
“A lot of parts of the performance I really liked,” Klopp said.
“We know we have to improve, it is not about destiny, not about not clicking here or there, it is all about us and we have to take it in the right way.
“It is not the best three weeks of the whole season but it is a chance to make it the best three weeks now and that is the plan.
“We are not interested in Atletico Madrid, it is all about Bournemouth. They are fighting with all they have and they did really well against Chelsea.
“Nobody has to feel sorry for us, we will win football games and that is what we want to do on Saturday.”
Liverpool have been eliminated in three of their past five FA Cup fifth-round ties, losing at this stage for the first time since February 2014 (2-1 v Arsenal).
Liverpool have lost three consecutive away games in all competitions for the first time since November 2014.