"Whatever we are, if we were in a bad moment we would go to Belgrade and want to win there so that's it".
It was no more than Red Star deserved after the opening 20 minutes, with centre back Vujadin Savic firing over early on before El Fardou Ben Nabouhane forced Liverpool keeper Alisson Becker to palm his low drive from 25 metres around the post.
Liverpool are set to take on PSG at the Parc des Princes in their next group match before they host Napoli in December.
Politics will keep Liverpool forward Xherdan Shaqiri from making the trip to face Red Star Belgrade in the Champions League, almost five months after the Switzerland forward made a nationalist hand gesture while celebrating a goal against Serbia at the World Cup.
Jürgen Klopp led the inquest into Liverpool's anaemic Champions League defeat at Red Star Belgrade as he sought to rediscover "the spark" that has disappeared from his team in recent weeks.
"We know what awaits us; Liverpool are an extremely strong team", he said.
A third successive Champions League away defeat, taking into account May's semi-final reverse in Rome, equalled the run of 1979 which was "achieved" over three seasons, not three successive matches.More news: Recount Likely in Florida Governor Race
More news: Sarri explains decision to leave out in-form Morata
More news: Megyn Kelly Reportedly Out At NBC! When Will She Officially Leave 'Today'?
The striker has been in fine goalscoring form, scoring five goals in his last six Chelsea appearances.
"Away from home last season we were very good in the Champions League".
"It's on us to take responsibility and we need to bounce back in the next two games".
"We have no political message, absolutely not, we want the focus to be on a great game of football, free from anything else". They last played in the European Cup in 1991 as holders, when beating the likes of Liverpool would not have been regarded as such a surprise.
"Hopefully we can quieten the crowd and get the three points that we need".
"For the club, Belgrade, Serbia and the whole region, this is an important occasion, and we are looking forward to a spectacle. Arguably we're still to play the best team away and we need to put in a much better performance than we have done so far".
Adam Lallana nearly got Liverpool back in the game moments later but his header was deflected just wide, and Sturridge then fired wide from just inside the box.