Wijnaldum admits that Liverpool took too long to get going in South Wales, with their best opening coming right at the death when Roberto Firmino headed the ball against the post.
"We had the unbeaten run, it was a good thing, but it was only because we did the things we had to do on the pitch," he told the club's official website. "We were 100% concentrated and we were sharp from the first minute. That's what we have to do again.
"We must keep the confidence and look forward. That's how we wanted to play in the first half also, only we didn't. We're more disappointed because we gave one half away. We gave them their only chance and they scored a goal.
"If you play the whole game like we played the second half you would be disappointed, but at least you tried. We didn't in the first half, we didn't do what we had to do.
"I thought the ball was in [from Firmino's header], but unfortunately it wasn't. We were not lucky in the finishing. You have those games."
Liverpool boss Jurgen Klopp has now lost three Premier League games against Swansea - more than he has against any other opponent in the competition.