"We want to win two more games and after the final whistle, including him [Alexander-Arnold], lift the trophy up and celebrate like we have never done before," said the 33-year-old Netherlands international.
When asked whether Alexander-Arnold's approaching exit could overshadow the celebrations, Van Dijk said: "I don't think so. It shouldn't. There's a lot more players that also deserve an amazing day."
Van Dijk,
who signed a two-year contract last month, said all of the Liverpool players need to move on and focus on the final two games of the season.
"The [crowd] reaction happened," Van Dijk said. "He has to deal with it. We as a team have to deal with that as well.
"I wasn't really expecting something, to be honest, but I think maybe he expected this. It's not easy, not at all. We're here for him anyway.
"We are gutted that he's not here with us next year because he's a fantastic player with outstanding, exceptional qualities that we have seen over the last seven years."
The Dutchman also insisted that his situation and that of top scorer Mohamed Salah, 32, who also recently
signed a new two-year deal, could not be compared to Alexander-Arnold's position.
"Everyone shares different opinions and he feels like he has done it all, and he did it, and he wants to try something different," Van Dijk said.
"You are speaking about one of the biggest clubs of all in Real Madrid, who he might go to as I read in the media.
"I was sorting my own stuff out. I had to secure my future as well and I was quite busy doing that.
"There were loads of other options, but Liverpool is the place for me."