Klopp had been the subject of interest from a number of teams after guiding Dortmund to two Bundesliga titles and the DFB-Pokal.
However, in October he put pen to paper on a deal that will keep him at Dortmund until 2018, and the 46-year-old claims the security will allow his side to prosper.
"I know that some clubs were interested, of course," said Klopp. "They thought about us. You know these clubs … they changed coaches last season. Man City? But I don't say anything about this. From other countries, they were also interested.
"Borussia Dortmund is the only club in the world where if I speak to a young player, he knows that I am his coach for the next four-and-a-half years.
"We want to have this situation. The players are similar to the journalists. They always think: 'Ah, he says this and then Real Madrid call and he is away.' But this is the message: Everybody can call but nothing will happen. This is for sure and then we will see what's with the players."
Dortmund have lost just once in the Bundesliga this season and are currently one of three teams on six points in Group F of the UEFA Champions League.
Arsenal are the visitors to Signal Iduna Park on Wednesday, with the Premier League side one of Klopp's reported suitors prior to his contract agreement.
Klopp takes pride from the link and has praised the style of football adopted at the Emirates Stadium.
"It makes me proud to hear that some Arsenal fans might want me, but it's not important for me to be proud," he continued.
"My mother is proud. It's a better feeling than if nobody knows me but it doesn't help me in the morning, it doesn't help me in the evening and it doesn't help me through the day.
"When I watch Arsenal in the last 10 years, it is nearly perfect football, but we all know they didn't win a title. In Britain they say that they like Arsenal but they have to win something. Who wins the title? Chelsea, but with different football, I would say.
"This is the philosophy of Arsene Wenger. I love this but I cannot coach this because I am a different guy. You think many things are similar? I hope so in some moments, but there are big differences, too."
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