Two goals in each half saw Frank de Boer's men fall to their biggest defeat since April's 5-1 reverse against PEC Zwolle in the same competition.
And Klaassen was puzzled as to where the display had come from, coming hot on the heels of three consecutive wins for the Eredivisie champions.
"I think seven, eight, nine boys had an off-day," the midfielder said in quotes reported by De Telegraaf. "It's hard to explain.
"All assumptions were wrong. Almost everything went wrong. If you play so lousy, it does not matter who you are on the field."
Ajax, who are facing speculation that head coach De Boer could be tempted away to the Premier League, return to action on Sunday at Excelsior after four consecutive home matches.
De Boer's men sit four points behind PSV, but have not lost in the league since August.
