That has left them in seventh with 40 points from 24 games.
As it stands, United are seven points behind fourth-placed Liverpool, and Smalling feels that the Red Devils need to win every match from now until the end of the season to stand a chance of qualifying for the Champions League.
"We've got to go into it as if we need to win every game. We're the ones who have to catch the others so we've got to win the points and put the pressure on them," The Mirror quotes Smalling as saying.
"We've not done ourselves any favours with losses like this. We're not in those positions at the moment and that's a worry, but there is plenty of football left.
"There's a lot to go, but time is running out and we need to make sure we put things right come the next game."
United haven't missed out on a Champions League campaign for 19 years.