The Reds shipped four goals to Arsenal at Anfield in midweek - a result that comes hot on the heels of another 4-4 draw at Chelsea in the UEFA Champions League.
Both draws have seriously damaged the club's chances of obtaining any silverware this season, and Agger is disappointed that he and his team-mates have been so uncharacteristically lacklustre at the back in recent weeks.
"If you score four goals in a game then you should win - we know that," said the 24-year-old Dane.
"We went for all three points against Arsenal because we knew that we needed them and we didn't get them.
"As a defender the challenge is always to keep a clean sheet. That is what we tried to do on Tuesday night but unfortunately we could not do it. Now we must try even harder to do it again in our next match.
"You have to believe that it is still possible to win the league and we will continue to fight."