The Italy international made the switch to Signal Iduna Park after an impressive season with Torino that saw him top the Serie A goalscoring charts.
Having put pen to paper on a five-year deal with Dortmund, Immobile will be tasked with helping to fill the void left by Bayern Munich-bound Robert Lewandowski.
Immobile is Klopp's second close-season signing after Adrian Ramos from Hertha Berlin and follows January's capture of Ji Dong-won, with the Dortmund coach expecting Immobile to continue to grow as a player.
"He can, will and must still improve in many areas and we want to help him," Klopp is quoted as saying by Dortmund's official website.
"He has chosen us over many other clubs and is thrilled at Borussia Dortmund.
"He is a real powerhouse that has played in all positions and...he is used to operating with high intensity without losing any of his scoring prowess."
Immobile scored 22 times in 33 league appearances for Torino last season, helping to secure his Italy debut and a place in Cesare Prandelli's FIFA World Cup squad.
The 24-year-old believes he can improve further at Dortmund, adding his excitement at playing in the Bundesliga.
"I hope my skills improve further under the training of Jurgen Klopp," he added.
"In Dortmund I have the opportunity to measure myself against the best players in the world."
