The Merseyside outfit's unbeaten Premier League run has stopped at 14 matches due to a 1-0 loss at the Liberty Stadium.
After the match, Klopp told BBC Sport: "I'm frustrated and I'm angry because it was not a good game. We lost the game in the first half. We didn't do what we wanted to do. It hasn't happened too often so I didn't expect that, I was quite surprised. Because of the first half we weren't flying and they were.
"We made pressure at the end but not enough to score. The last situation was unlucky but if we got a point it would still have been a bad game for us, and it was the opposite of what we wanted. That happens from time to time and it's never the right moment and like it should be.
"It's not that we threw it away. Swansea are fighting for their life and we've no problem with that, we had a problem with our offensive motions. It's not what we came here for tonight, we have nothing, and that's our fault."
Liverpool squandered the opportunity to go five points clear in fourth place in the Premier League, which means that they remain with a two-point cushion over Tottenham Hotspur.