Liverpool will finish the season in fifth place, qualifying for the Europa League but missing out on Europe's premier competition for the first time since Klopp's first full season at the Anfield club.
Mohamed Salah said he was "totally devastated" that Liverpool had failed to secure Champions League qualification, but Klopp said there were no concerns about the frustrated forward's future at the club.
"No worries (about Salah's future)... Obviously Mo loves being here and Mo was part of it. He said apologies for what 'we' did, not apologies for 'what the other guys did, but I had to go with them'. Not at all, it's all fine," Klopp said.
"If a player would come to me and say, 'Oh we didn't qualify for the Champions League, I have to leave,' I would drive him to the other club myself. I would take the key and say, 'Come in the car, where do you want to go? I'll drive you.'
"That would be something I never could understand. It's like me saying: 'We didn't qualify for the Champions League and I need to work in the Champions League, so I go.' I am responsible for this mess, so you cannot go in these moments."
Liverpool reached three Champions League finals under Klopp, winning the title in 2019.
The second-tier Europa League has long been derided as a "booby prize" and the German manager said he was unfamiliar with that term
"What is a booby? I needed to come fifth to learn that word. Not for me," he added.
"On the level we usually perform it is about Champions League because of the money, the opponents and all this. But I love European competitions.
"I know when you play there's no difference. People may think, 'It's just the Europa League' but I am 100% sure that come the first whistle, Thursday night, whoever is the opponent, Anfield will be rocking. And that's all I need."
