The Dutch centre-half is unsure of his future after the 2-0 loss to Malmo dumped the Hoops out of the Champions League.
Southampton are confident of landing the 24-year-old and Van Dijk admitted: “There is a chance it could be my last appearance.
“There is interest, but right now just after the game it is so difficult to talk about it.
“If this is my last game it is the last way I would want to leave Celtic. It looked like we didn’t give 100 per cent, but that’s not the case.
“I was fully focused on the game and looking forward to it. I was extra motivated by the things they said to us. They were a little arrogant about us.
“I don’t know if it will be my last game, I’m just very disappointed.
“I didn’t speak to anyone. It was not difficult to keep my focus on the game. There’s been a lot of speculation, but there wasn’t anything going on, like some people were saying there was a deal already done.”
The £12million-rated defender admitted last night’s display was unacceptable and said: “We’re disappointed as a team and it wasn’t good enough.
“We didn’t create anything so we didn’t deserve anything.
“They tried to put us off, put the focus on something else. At the first goal, I was fouled, but the ref didn’t give it.”
“I’m still in development and could do a lot better.“There’s always an opportunity I could go, but we will see over the next few days what will happen with my future.”