The 24-year-old is tasked with replacing Robert Lewandowski's goal haul and his coach expects a period of adaptation as he gets used to the club's intense training regime
The 24-year-old signed for the club on a five-year deal from Torino for €19 million [£15.1m] following Lewandowski's decision to join Bayern Munich when his deal expired at BVB at the end of last season.
However, Klopp believes Immobile is still undergoing the adaptation process that comes with signing for a new club and noted the differences facing the Italy star from the environment he was used to in Serie A.
He told reporters: "For him, the following applies: He is currently heavily loaded. The extent to which we train is high.
"In addition, he is in a new environment. He must embark on our special sequences that differ significantly from those in Turin from now."
Dortmund defender Neven Subotic is continuing his recovery from a serious knee injury, suffered back in November, but Klopp revealed the 25-year-old is making good progress.
"He came out of the summer break in a superior state; much better than I had hoped for after a long period in which he was gone," said the 47-year-old.
"Of course, he is now heavily burdened by the rehabilitation, but overall he's in a very, very stable condition. He has had up to this point little problems, neither muscular nor other. Neven is in a top way."
Dortmund open their Bundesliga campaign with a home clash against Bayer Leverkusen on August 23.