Answer: When any plant is brought indoors it can be a shock to the system since conditions in our homes are generally not as "perfect" as at the grower's. Dropping leaves is a typical reaction to this, and citrus are often prone to leaf drop, even when grown outdoors, when temperature conditions change. Transplanting is another shock to their root system.
Keep your citrus well-watered (but don't let the roots sit in wet soil), as they are highly moisture-dependent. They also need as much sunlight as possible. I wouldn't recommend fertilizing until the plant's start to put out new growth. Use a citrus fertilizer and follow package instructions. Citrus are heavy feeders so they will quickly use up nutrients in the soil.
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