The 48-year-old will coach Liverpool against their fierce rivals for the first time on Sunday after replacing Brendan Rodgers at the helm in October.
Klopp received multiple offers after leaving Germany but was also in demand while still in charge at Dortmund, and admitted that United were one of the clubs who had expressed an interest "in April" - likely of 2013, when Sir Alex Ferguson was due to retire.
“We spoke," he told reporters. "We spoke not a lot but, for me, it was a lot. It was a big honour, the whole talk, to be honest.
"There was a time [when United were interested] but I could not leave Dortmund. That is it. You are in April and you are in the middle of the planning for next season.
"You have this player and this player and this player who is coming in but then you are not there any more? That doesn’t work. Not in my life anyway.
“I did not hear about a real offer but, if there was, I could not have done it. I first had to finish the job with Dortmund and then think about other things.
"Maybe that is not the smart way but that is my way. Of course I was loyal to Dortmund. It was the same at Mainz.”
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Klopp admitted he sympathises with the scrutiny being placed on his ex-Bayern Munich counterpart Louis van Gaal amid United's run of one win in eight matches.
“The pressure [Van Gaal is under] has an effect on your whole life but, in my case, not on how I handle my team or anything like this," he stated.
"It is always the case if things don’t run the way you want – you have to think about whether to change things or not to change. Both decisions are really important.
"Life is not that nice. I know the whole world is watching football managers and thinking: ‘They are really well paid’, so no one cares about a manager’s feelings.
“I didn’t watch too much of these things at United but I heard about it. I know Louis is not too happy with the media at the moment but I think in life it is important sometimes to switch and think about how it would be on the other side.
"You would have all this money but also all this pressure so it is not nice. If you want to change things in football it is not okay that you think: ‘Bad, bad, bad – go.’
"That is not a change. If that was the solution I think Man United would have done it. But it is not a solution so they have to carry on. It is not our problem, but it is a manager’s problem. It’s not the case that the sun is shining every day as a football manager.
"It’s like with you [the media] with me when I came here. First it’s ‘yeah!’ Then it’s ‘erm’, then it might be ‘ooh’, so then I am alone on the side and we might have the same situation here."