Croatia were the better team for much of the first half at Anfield, but the five-time world champions were able to bring Neymar and Roberto Firmino off the bench and both players scored in a 2-0 victory on Merseyside.
Dalic claimed that lapses in concentration were the reason behind his side's defeat, and warned that a repeat at this summer's World Cup could be enough to knock them out of the competition.
"We need to be stable and draw lessons from the match. We controlled the match at some moments but in others the players were tired and their concentration dropped," Dalic told reporters at his post-match press conference.
"There is no negativity but only positivity. If concentration falls in key moments they are situations teams like Brazil immediately exploit."
Croatia, who have been drawn alongside Nigeria, Argentina and Iceland at this summer's World Cup, will face Senegal in their final warm-up game on Friday.