Last year's champions were dumped out of the competition at the Allianz Arena thanks to Arjen Robben's first-half strike.
Klopp, whose side trail the Bavarian outfit by 17 points at the top of the Bundesliga, does not believe that there is an unassailable gulf between the two teams.
"It was a very intense game," Klopp told ARD.
"In the first half we showed little of what we wanted to show. The second half was better and you have to play well for 90 minutes to beat Bayern. I did not see 17 points difference today.
"We should have caused Bayern more problems during the first half and that is what we have to be angry with ourselves about, but the difference was not big. We will come here again, and we will be able to win matches here again."
It was Dortmund's first defeat to Bayern in six games.