Coutinho joined Bayern in a season-long loan from Barca on Monday. The German club will pay his full salary and a loan fee of €8.5 million (£7.8 million), and they'll have the option to buy him at the end of the season for €120 million (£110 million).
Klopp stopped short of confirming whether the Reds wanted to bring him back to Anfield, but he told Goal and Spox: "It sounds a bit strange, but we could not afford it. We have already spent the cash that we got for him."
Coutinho moved to Barcelona from Liverpool in January last year for £147 million.
"We were reluctant to hand him over, but Barcelona forced us with money, so to speak," Klopp added. "The move [to Bayern] makes sense for both sides. He's a super player and a great boy. He is a world-class footballer who can change games in the right environment."
Liverpool spent £75 million on Virgil van Dijk, who arrived in the same window Coutinho left, and £67 million on Alisson, who moved to Anfield last summer.
Back-to-back runs to the UEFA Champions League final in 2018 and 2019—the latter resulting in the trophy—will have had a significant impact on the club's income of late, though.
However, their only senior signing in the summer transfer window was Adrian for free, while Simon Mignolet, Daniel Sturridge and Alberto Moreno were offloaded from the wage bill.
The club also made a combined total of close to £40 million from the sales of Dominic Solanke to Bournemouth in January and Danny Ings, whose stay at Southampton became permanent this summer after he spent last season there on loan.
According to the Mirror's David Maddock, bringing Coutinho back to the club would have been much costlier for Liverpool than it was for Bayern to sign him:
David Maddock @MaddockMirror
Jurgen Klopp in interview with German media, congratulates Coutinho on his 9 month loan to Bayern, and says it makes sense in a football context. But adds: "As weird as it sounds, we could not afford it" Given the loan cost for #LFC was £40m total (fee + wage), maybe not so weird
The 27-year-old contributed 54 goals and 45 assists in 201 appearances for Liverpool.
He struggled to hit the same heights at the Camp Nou, though, as sports writer Andy West observed:
Throwing Coutinho back into the mix at Anfield would have given the Reds even more quality and depth with which to challenge City in the title race, though it would have also meant selection headaches for Klopp as he tried to fit him back in.
Bayern, who lost James Rodriguez this summer when he returned to Real Madrid at the end of his loan spell, have need of Coutinho's skills too, and they'll give him a platform to revitalise his career after a difficult spell with Barca.