The striker will leave to join fierce rivals Bayern Munich in the summer but the fans showed their appreciation with a big round of applause as he left the field
The 25-year-old, who will join Bayern Munich at the end of the season, was presented with flowers and a giant poster of himself before Dortmund's 3-2 win over Hoffenheim on Saturday.
An emotional Lewandowski, who fired Dortmund to back-to-back Bundesliga titles after joining from Lech Poznan in 2010, then went off to a warm ovation in injury time.
"Thank you to everyone who participated in that ovation," Dortmund coach Klopp told Sky afterwards. "It was special.
"He’s been a great player for Borussia Dortmund. He deserved that. It was incredible. Thank you to the whole stadium.
"I'm glad that after four years I can sit back and say, 'Yes, he always gave it everything'."
Lewandowski, a prolific goalscorer during his time at Dortmund, added: "The emotions today were very, very high. I can only thank everyone for this support.
"This is a very, very emotional moment for me. What the supporters did before, during and after the game was incredible. Thank you for this wonderful treatment."