Klopp was forced to relocate his news conference to the club's training ground following the discovery of the explosive near the west stand of the ground.
Dortmund host Schalke this weekend hoping to continue their run of three consecutive wins in the Bundesliga, which has seen them climb to 12th.
"I hope there are no unexploded bombs in the stadium on Saturday!" said Klopp.
"They are an opponent that will offer us minimal space, so we've got to be really careful.
"We've got to be clever with the space we do get on the pitch. Schalke sit quite deep and then have good quality on the counter.
"We know the problems. We've got to finally show stability on the pitch.
"We need to convert possession into goalscoring chances. That will be decisive."
The bomb was later detonated in a controlled explosion.
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