Reigning champions Dortmund have dropped to fifth on eight points, already seven behind leaders Bayern Munich, having won just two matches so far.
"Since I joined Dortmund we went through different phases but we never had one where we let in so many goals," Klopp told reporters.
"Six goals in four days means we have some work to do as we have let in the third most goals in the league. This is an awful statistic which we have to change so as to concede few or no goals at some point."
Dortmund squandered a first half two-goal lead against Frankfurt and conceded another goal after having retaken the lead through Mario Goetze nine minutes after the interval.
They had lost 3-2 at Hamburg SV on Saturday to see their 31-match unbeaten run in the league snap. Bayern, top of the table on a maximum 15 points from five games and their biggest rival to the title, have conceded two goals to Dortmund's eight.
"We do not need to learn everything from scratch. The boys have not lost their brains. We know what we need to do and it can be done in three or four days," said Klopp, who has led Dortmund to two consecutive Bundesliga titles.
Dortmund take on Borussia Monchengladbach on Saturday and next week travel to English champions Manchester City in their second group match in the Champions League.
