The Dutch defender has been an instrumental figure as the Reds have tasted glory in the Premier League and Champions League in recent seasons and he feels their success means they have a target on their backs.
Speaking on Eddie Hearn's 'No Passion No Point' podcast, Van Dijk said: "I think trying to stay at the top is the hardest thing to do.
"Everyone wants to see you fall when you reach the top. That is what life is about, especially these days."
Van Dijk also revealed that he is determined to get the most out of his career at the top level.
He explained: "For me I want to give everything I have got until I retire and then have no regrets after.
"I don't want any regrets afterwards, I think that would be the worst feeling you can have. It is going to be challenging times coming up. We are champions - something that took a while. We should enjoy the moment and go for it."
The 29-year-old star also opened about playing football without fans and revealed that he found it "difficult to adjust" at first.
Van Dijk said: "The fans can play a massive part in difficult times during games and also at good times in games.
"When you concede the fans will lift you and when you score they make the opponent go further away from you.
"It's the same case for everyone, but for us in particular everyone knows how difficult it is to play at Anfield with the fans behind us. Hopefully things can change as soon as possible because we need fans.
"It lifts our performances at home but when you play away and the home fans turn against you - I like that. It gives you that motivation sometimes to do better. It's something I definitely enjoy and that I miss."