The Dutch international moved to Anfield for £75 million (85m euros, $104m) in January, but has been on the winning side in just one of his four outings for Liverpool since.
Van Dijk got off to a dream start as he scored the winner to edge a Merseyside derby against Everton on debut.
However, hopes he would provide an instant fix to the holes in Jurgen Klopp’s defence were shattered in back-to-back shock defeats to Swansea and West Brom.
“I know because I made such a big step right now, for a lot of money, everything is going to be analysed,” said Van Dijk.
“No one is going to look at the good things that you do. Everybody is going to watch the bad things and that is how it is. But I will discuss it with the people who want to make me better, who can make me better, that is the manager and the players around me.”
Yet, there were signs of why Liverpool waited to get their man in January after an initial move for Van Dijk stalled last summer in last weekend’s 2-2 draw with top-four rivals Tottenham Hotspur.
Van Dijk largely kept the Premier League’s top scorer Harry Kane quiet until a frantic finale in which Spurs were awarded two controversial penalties – the second of which for a foul by Van Dijk on Erik Lamela in virtually the last action of the game.
“No one will talk about my performance in general. We defended very well, had two penalties against us with a lot of question marks around them, but no one is going to talk about that,” added Van Dijk.
“But I know that as a team we did very well against one of the best strikers in Europe.”
Both teams are in need of the points at different ends of the table. Third-placed Liverpool can gain more ground in the race for a Champions League place, whilst Southampton are still precariously positioned just two points above the relegation zone despite a first league win since November last week at West Brom.
However, Van Dijk insists he will have no sympathy for his former employers on Sunday.
“I made the decision, I have enjoyed every bit of it and I am very grateful for everything that they did for me. I have moved on, they have moved on.
“I know they are struggling and we need to win. I am going there with only one mindset and that is to win.
“Obviously it will be nice to see the players I have played with and the friends I have there but, for me, it is going to be about one thing only and that is to win the game.”
Liverpool return to the European stage on Wednesday when they travel to Porto for the first leg of their Champions League last 16 tie, but Klopp, who has rotated his side more than any other manager in the Premier League this season, struck down suggestions his team selection would be affected by preparations for the trip to Portugal.
“I have a few experiences with European football and I never thought about the European game the week after,” said the German.
“The main focus is always the next game, in this case Southampton. You cannot and we will not think about the Champions League game.”
Club-record signing Aubameyang shone on his Gunners debut last weekend, scoring in a 5-1 victory over Everton.
The Gabon international has taken the number 14 shirt at Arsenal previously worn by Henry – the club’s all-time leading goalscorer.
Having joined the club from Borussia Dortmund on transfer deadline day, Aubameyang compared his style to Henry and said the Frenchman is “an example” to strikers.
Ahead of Arsenal’s north London derby against Tottenham at Wembley on Saturday, Wenger urged caution over likening the pair – although he was pleased Aubameyang has set such lofty aspirations.
“It is an ambitious statement but it is a good one,” he said.
“(Henry is) the best goalscorer ever in Arsenal’s history, so it doesn’t mean he will score as many goals but why not?
“I would say (Aubameyang is most like) Thierry Henry with his quality of runs. But it’s a bit too early to compare him to the best player ever who played here.
“He has played one game. But it’s a good example to follow. His finish was brilliant. His finishing is good. You don’t score by coincidence for so many years, if you score many goals.”
Aubameyang’s goalscoring record at Dortmund was impressive, 98 goals in 144 Bundesliga appearances, but Wenger also knows that does not guarantee goals in the Premier League.
“What we have observed is that the transfer nowadays from the goals scored in other leagues does not necessarily transfer 100 per cent to the English Premier League,” he said.
“When we played at Swansea, we played against 10 men in the last 25 yards and that doesn’t exist anywhere in Europe. To be as prolific in the Premier League is today much more difficult.”
— Arsenal FC (@Arsenal) February 9, 2018
Provided by Press Association Sport
Denmark international Christensen limped off with a hamstring problem in the first half of the shock 3-0 home loss to Bournemouth when the game was goalless, before missing the subsequent 4-1 thrashing at Watford.
Manager Conte, who is unsure whether the centre-back will be fit to return for Monday’s Premier League match with West Brom, could not explain why the Blues have struggled without him.
“I don’t know. It happened in the last two games,” said Conte.
“I don’t know why. But it happened. We didn’t concede many goals in the past when Christensen played.
“It’s right to look at the stats, but we have to take the stats in the right way.
“But Christensen is an important player for us.
“He’s playing a fantastic season.”
Chelsea’s players were given three days off following the heavy defeat at Vicarage Road.
They returned to training on Friday, although Christensen was not fit enough to be involved, leaving him doubtful to face the Baggies.
That is all from Antonio Conte here but there will be more words from the boss on https://t.co/OFDrFXj77c soon.— Chelsea FC (@ChelseaFC) February 9, 2018
With the former Borussia Monchengladbach loanee sidelined, Conte gave David Luiz a rare outing against the Hornets.
It was the Brazilian’s first league start since late October and, despite his poor performance, Conte insisted it was not down to fitness.
“Yes, he was fit,” Conte said of Luiz. “100 per cent.”
Champions Chelsea will remain without injured star striker Alvaro Morata against West Brom, while midfielder Tiemoue Bakayoko serves a one-game ban following his red card against Watford.
With Morata unavailable because of a back issue, Michy Batshuayi allowed to join Borussia Dortmund on loan, and Olivier Giroud regaining fitness following a hamstring problem, the Blues have been left without a recognised striker in the last two games.
Conte, however, refused to rue the decision to let Batshuayi leave.
“Now the transfer market is finished. It’s finished,” he added.
“We took a decision. Now I think this is not important to say ‘we could have done this’ or ‘we should have done that’.
“We have to focus on the present to finish the season in the best way possible, and not to have regrets for anything.”