The German is currently on a sabbatical after deciding to leave the Bundesliga side at the end of last season.
Liverpool have been heavily linked with the out-of-work manager amid uncertainty over Brendan Rodgers's long-term future at Anfield.
The association's general secretary Guillermo Cantu told Mexican TV show Marcaje Personal: "We spoke to his representative, but he said he is on a sabbatical and it would not be possible now. I don't know where he'll be heading to but right now, that's not important for me."
Klopp spent seven years in charge of Dortmund, winning two Bundesliga titles.