Klopp has more than two years left on his Dortmund contract but has been consistently linked with the manager's job at Chelsea.
Roman Abramovich has reportedly targeted the acquisition of the German coach this summer, but Klopp is adamant that he will stay loyal to Dortmund despite being flattered by interest from Stamford Bridge.
He told the Evening Standard: "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.
"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."
Dortmund are in Champions League action on Wednesday against Shakhtar Donetsk.