The Catalans reportedly have their eye on the Brazilian amid talk his compatriot Neymar is on the way to Paris Saint-Germain.
Klopp, however, has repeatedly insisted Coutinho is not for sale.
"I can understand that Coutinho is so highly rated, but they can save their energy," Klopp told the media on Tuesday after his side beat Bundesliga champions Bayern Munich 3-0 at the Audi Cup.
The German was impressed with Coutinho's display against the Bavarians as the Reds prevailed via goals from Sadio Mane, Mohamed Salah and Daniel Sturridge at the Allianz Arena, with the latter picking up a knock.
"He [Coutinho] began in the centre and then he switched to the left side because he is good at that and then we thought we'd do both things and he played very well," Klopp said.
"[Around] 45-60 minutes he played very well, he can play both positions and that's what he did."
Klopp's charges, who are unbeaten in six pre-season games with five wins, will play Atletico Madrid in the final of the Audi Cup at the same venue on Wednesday.