Virgil van Dijk said Jurgen Klopp's decision to step down as Liverpool manager at the end of the season is a "hard one to take".
German Klopp announced on Friday that he would leave his role in July.
He informed the club of his decision in November but the players were only told shortly before Friday's public announcement.
"The manager means so much for us, to me, to the club," said Reds captain Van Dijk.
"But he made the decision for him and his family. It was always going to be a tough one and it was definitely the case.
"He told us in private of course and all of us were together. It's a hard one to take but our mindset is to focus on business.
"We have a lot of targets still to achieve this year and why not finish the season on a high and together with celebrations for the boss as well?"
Van Dijk joined Liverpool midway through Klopp's third season at the club and has won six major honours alongside the 56-year-old.
The Reds are still in four competitions, having booked a spot in the Carabao Cup final against Chelsea by beating Fulham on aggregate on Wednesday.
"We all want to achieve so much and that mindset was already there since pre-season and that doesn't change," Van Dijk, 32, added.
"It will maybe even give you an extra boost to do that extra or maybe enjoy it a little bit more together and make the last part of the season - the last bit of the manager's time at the club - the best time he's ever had.
"That's what we strive for and that's why it's business as usual."
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