The veteran international forward scored in the fourth minute of Wednesday night's game but, after initially celebrating, he went to inform the referee that the goal should not stand, and it was then disallowed.
The 34-year-old received praise from numerous plaudits for his honesty in the clash, which the Biancocelesti eventually lost 3-0.
Blatter wrote on his Twitter account: “Bravo Miro Klose. With your gesture you have shown yourself to be a champion and a proper player.”
Inter midfielder Esteban Cambiasso also expressed his delight at the example the former Bayern Munich attacker set at the Stadio San Paolo.
“We should praise the honesty of Klose,” the former Real Madrid player told Mediaset Premium.
“We must honour this gesture. It is an example for all children to follow.”