The German spoke about his club's priorities in his pre-match press conference and is under no illusions which competition is more important to his team's fans.
"For all Liverpool fans it's the Premier League, that's clear," he said. "But now we play Champions League and you all expect we do our best. Thank God we don't have to make the decision today. We do not know today or tomorrow."
Liverpool have never won the Premier League and have not been crowned champions of England since 1990. They remain in contention this season and are currently second in the table behind Manchester City.
However, Liverpool's next fixture is the visit of Bayern Munich in the Champions League. The Reds were beaten in the finals last season and will be hoping to go one better this time around.
Klopp expects the atmosphere at Anfield to help them in their first leg:
Liverpool then return to Premier League action with a trip to bitter rivals Manchester United on Sunday. However, Klopp said his team can't afford to be distracted against Bayern:
The Liverpool boss has problems to contend with for the Champions League tie. Key defender Virgil van Dijk is suspended, while Joe Gomez is out injured and still recovering from a leg fracture.
Croatian centre-back Dejan Lovren is also a doubt for the game, and Klopp has said he has to "wait minute by minute" to see if he will be available to play.
In attack, Roberto Firmino could also miss out as he is reportedly suffering from illness:
Liverpool have lost just once at home in all competitions this season, which stands them in good stead ahead of the visit from Bayern.
A good result against the German champions will also set the Reds up nicely for Sunday's trip to Old Trafford as they continue their title push.