Training dialogue agents requires a large number of interactions with users: agents have no idea about which responses are bad among a lengthy dialogue. In this paper, we propose loop-clipping policy optimisation (LCPO) to eliminate useless responses. LCPO consists of two stages: loop clipping and advantage clipping. In loop clipping, we clip off useless responses (called loops) from dialogue history (called trajectories). The clipped trajectories are more succinct than the original ones, and the estimation of state-value is more accurate. Second, in advantage clipping, we estimate and clip the advantages of useless responses and normal ones separately. The clipped advantage distinguish useless actions from others and reduce the probabilities of useless actions efficiently. In experiments on Cambridge Restaurant Dialogue System, LCPO uses only 260 training dialogues to achieve 80% success rate, while PPO baseline requires 2160 dialogues. Besides, LCPO receives 3.7/5 scores in human evaluation where the agent interactively collects 100 real-user dialogues in training phase.