Jurgen Klopp said that buying a player of Kylian Mbappe is difficult and that he doesn't see any club that can currently buy him from PSG.
The three points lifted Dijon into third from bottom in the Ligue 1 table while PSG will now need to regroup before facing Club Brugge in the Champions League.
Raheem Sterling's three goals came 11 minutes apart in the second half as Pep Guardiola's Manchester City thumped Atalanta 5-1 at the Etihad Stadium to maintain their perfect record in Group C.
In an attempt to win over PSG fans, Neymar has looked a rejuvenated figure, scoring for a third time this season.
Kylian Mbappe, who was sidelined since PSG's win over Toulouse on August 25, missed the surprise midweek loss to Reims.
France cruised past Albania 4-1 on Saturday to move back to the top of their group in qualifying for Euro 2020.
Home fans unfurled a banner before kick-off translating to "Neymar. Get out".
Rumours surrounding Neymar's transfer continue to swirl unabated as the new Ligue 1 season kicks off this weekend.
Kylian Mbappe also doused any lingering concerns over his own plans after he talked about playing "elsewhere" at the French league awards ceremony in May.
Kylian Mbappe became only the second teenager in history last year, after Brazil legend Pele, to score in a World Cup final during France's 4-2 triumph over Croatia.
UEFA introduced the Financial Fair Play (FFP) rules to prevent clubs that qualify for its competitions from spending beyond their means.
Paris Saint-Germain were stunned by Rennes in Saturday's French Cup final, losing 5-6 on penalties after a dramatic game finished 2-2 at the end of extra time.
Qatar-backed PSG are now 16 points ahead of Lille who have five games to play.
The loss was PSG's worst domestic defeat since 2009, and the first time they had conceded five goals in the league since 2000.
The three-time World Cup winner was discharged late Monday from the private American hospital in the Paris suburbs.
Pele was admitted for treatment on Wednesday and his entourage had expressed hope he would be out within two days.
Novak Djokovic won the Laureus Sportsman of the Year Award for a fourth time beating the likes of France's World Cup winner Kylian Mbappe and NBA superstar LeBron James.