In his time as coach of Borussia Dortmund and before that Mainz 05, Klopp faced Bayern 29 times and earned just nine victories.
The best known game of all was the 2013 Champions League final at Wembley Stadium when Arjen Robben's 89th minute goal won the title for Bayern.
"There was never any negative thing with Bayern, but when we play each other and they buy our players, how can I be happy?" Klopp told a news conference on Monday.
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Defender Mats Hummels and forward Robert Lewandowski were in Klopp's Dortmund side in the 2013 final but are now with Bayern.
"I worked together with these boys. Two fantastic players. I have to be really thankful. Without them probably my career would not be the same," he said.
"We all benefited from each other. That's part of my life and part of my history. We’ll always have a lot of respect for each other.
"I know a lot about them. I really like them. We will try everything to, what can I say? To let them not shine."
Klopp confirmed recent comments from Bayern president Uli Hoeness that the coach could have joined the Bavarian club in 2008 when they instead appointed Jurgen Klinsmann.

Jurgen Klopp gestures to the fans while Borussia Dortmund coach

Image credit: Reuters

"Whoever brought it up that in 2008 I had two phone calls with Bayern I would never have (talked) about it," he said.
"It’s long ago. It’s a big club and it was a big competition for us in Germany when I was at Dortmund."
While Bayern are second in the league -- after winning the Bundesliga for the past six seasons -- Klopp still expects a very tough test at Anfield.
"After being six years the dominator of the league it was clear this year would be different," he added.

Jurgen Klopp and Mats Hummels of Borussia Dortmund

Image credit: Eurosport

"We have maybe achieved a little bit more than expected, Bayern maybe a bit less.
"Both are in a similar situation but there is a long way to go. If I wasn't involved tomorrow I would try and buy a ticket.”
Klopp has problems in defence where key Dutch centre half Virgil van Dijk is suspended while Dejan Lovren has yet to return to full training.
One option could be for Brazilian Fabinho to drop into the back four alongside German-born Cameroon international Joel Matip.
Former Bayern midfielder Xherdan Shaqiri did train on Sunday, however, and could play a role on Tuesday, Klopp said. (Reporting by Simon Evans Editing by Christian Radnedge)
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