The Dutch have been heavily criticised after losing 3-2 to Austria in Berlin on Tuesday which left them third in their group. But they did go through to the last 16 as one of the best third-placed finishers.
“I can completely understand the criticism,” Van Dijk told a Friday press conference.
"I'm not stupid, I also know that I can do better and that it should be better, and that's what I'm working on.
“I didn't play my best game against Austria. It does affect me, I also think that things overall can and should be better. The whole team didn't run, but I look first at myself. I could have brought much more.”
There has been much introspection over the last few days in the Dutch squad, who were given Thursday off but were back at work on Friday to prepare for their next match against Romania in Munich on Tuesday.
“Maybe we overestimate ourselves,” said Van Dijk.
"A lot had to be said and we had to analyse a lot. Things went completely wrong against Austria. It was very bad. We have talked about many aspects, now we have to show it.
“It was not the tactics where things went wrong. It was mainly the will to win, to win that second ball. You don't have to talk about that with the coaches, the players must do that among themselves. So, we have talked about that...and with harsh words.”
But he said there was no need to panic after one poor performance.
Eye-opener
“It was rather an eye-opener, but if we continue in the same way, we have no further business here," said Van Dijk.
“This must change quickly otherwise we will be sitting at home thinking about what might have been. We don't want that.”
The Dutch could have been drawn against England in the last 16 had results on the last day of the group matches on Wednesday turned out otherwise, and might have been handed a let-off with a clash against Romania instead.
But Van Dijk said there would be no underestimating their next opponent.
“We are humble and not looking further than the next game. We will not underestimate anyone, we have to be there full focused on the job at hand on Tuesday," he added.