The 21-year-old midfielder moved to Anfield from the Black Cats for £20m over the summer.
"Jordan is one they've lost," Dalglish told the Liverpool Echo. "He's a good player who they would have been understandably reluctant to let go. But sometimes as a manager you've got to be philosophical and say if a player wants to go we should let him leave.
"I don't think [Sunderland fans] will have any animosity towards Jordan. Sunderland will be a difficult fixture. There's been a major turnaround of players there over the summer."