Klopp masterminded a 5-1 aggregate win over Manchester City in their quarter-final clash, but will not be facing Barcelona in the last four.
Lionel Messi and co were dumped out of the competition, after Roma beat them 3-0 in Roma, winning the tie on away rules.
“I walked up the stairs and somebody told me. I thought it was a joke.
“Not to disrespect Roma. They lost Salah and are in the semis. That’s something else.
“This competition is quite fair and I really think a normal final would have been Manchester City against Barcelona, and now they are both out.
“But there will still be two other really strong teams in there plus Roma and us.
We will see what happens but that’s not the thing I have to think about right now,” Klopp told reporters after their game at The Etihad Stadium.