Salah lasted only half an hour before being taken off with a suspected dislocated shoulder, which he suffered after being dragged to the ground by Madrid skipper Sergio Ramos.
Liverpool had been on top prior to Salah's departure, but the pendulum swung in Madrid's favour from that moment onwards as they eventually ran out 3-1 winners.
"I think it was a big blow for us, it seemed like a big blow for us the way the way we reacted after his injury," Wijnaldum told reporters.
"I think when he was on the pitch we did it well for 25 minutes but [after the injury] there was less than before. Those things happen and we had to deal with it but it was difficult."
Salah's injury means that he is now a doubt for this summer's World Cup in Russia, although the Egyptian FA remains optimistic that it will be able to call on the 25-year-old.