Recent reports had claimed that the 45-year-old was high on the wishlist of Chelsea owner Roman Abramovich, who has been widely tipped to relieve Rafael Benitez of his interim duties at the end of the season.
However, Klopp has insisted that his intention is to see out the remainder of his contract at the Westfalenstadion.
"I have a contract until 2016. I have said 20 times I'll definitely stay until 2016. Everybody thinks I say it but that if a club like Chelsea or Real Madrid come in for me, I will go. This is something I can't change but they will see," he is quoted as saying by the London Evening Standard.
"I was the coach at Mainz before Dortmund for seven years. Each year I could have left for a Bundesliga club but I said 'no, I have a contract, I will stay'. I enjoy what I'm doing here at Dortmund. It's a great club, a great city, everything is okay.
"It is a really big honour for me, coming from a small village called Bretten in the Black Forest where 1,500 people live, that somebody thinks I can train Chelsea. It's not a normal story, it's a special story. But I don't think about it."
Since Klopp became Dortmund manager back in 2008, the club have won two Bundesliga titles.