The Dortmund boss has claimed that he would not even speak to his wife after the 20-year-old informed him of his decision to join Bayern Munich
The 20-year-old will make a €37 million move to the Allianz Arena in the summer after coming through the ranks at BVB and will play his final game for his boyhood club in the Champions League final against the Bavarians on Saturday.
"It was like a heart attack. It was one day after [the 3-2 victory over] Malaga," he told The Guardian.
"I had one day to celebrate and then somebody thought: 'Enough, go back down on the floor'. At our training ground Michael Zorc [general manager] walked in like somebody had died.
"Michael asked if I wanted to talk and I said: 'No, I have to go'. That evening my wife was waiting because there's a very good German actor, and a good friend, Wotan Wilke Mohring, in a new film in Essen and we were invited to the premiere. But I walked in and told her: 'No chance. I cannot speak. It's not possible to take me out tonight'.
"Bayern told Mario: 'It's now or never'. I told him they will come next year. They will come in two years, and then three years. But he is 20 and he thought: 'I must go'."
He added: "I know how difficult it will be to find a player to replace Gotze but, next year, we will play differently. It just takes time."
Gotze is one of a number of key players that have left the club in recent years and Klopp is disappointed that individuals feel the need to seek moves elsewhere despite the club's recent success.
"Shinji Kagawa is one of the best players in the world and he now plays 20 minutes at Manchester United– on the left wing! My heart breaks. Really, I have tears in my eyes. Central midfield is Shinji's best role.
"He's an offensive midfielder with one of the best noses for goal I ever saw. But for most Japanese people it means more to play for Man United than Dortmund. We cried for 20 minutes in each others' arms, when he left.
"One year before that Nuri Sahin went because Real Madrid are the biggest club in the world. If players are patient enough we can develop the team into one of the biggest in the world."