The Italy international has been linked with a move to the Premier League for some time.
He has enjoyed a productive spell with Napoli since stepping out of their academy system, making 300 appearances and recording 76 goals.
A switch away from Serie A has been hinted at, with Insigne admitting that he could “receive an offer that I can’t refuse” .
Such an approach may be made from England, but Klopp insists no offer will be tabled from Anfield.
The Reds boss has said of links to a 27-year-old frontman: “We will not sign Lorenzo Insigne.
"He is a very good player but he has a long-term contract at Napoli. We will not even try it.”
Insigne is tied to terms with Napoli through to 2022.
While Klopp is not looking to break that agreement, he admits that recruitment plans are being pieced together at Liverpool.
The Reds have spent big in recent windows, bringing in the likes of Virgil van Dijk, Alisson and Naby Keita.
There will be no more elaborate forays into a congested market , but movement is to be expected on Merseyside as a side still chasing down Premier League and Champions League crowns this season seeks to further bolster its ranks.
Klopp has said of a transfer policy that he is keeping close to his chest: “We will try to improve the team always. We will try it always in training, I think that is the best way to do it.
“The team is pretty well balanced. Our plans are not for the public, that’s how it is.
“Will it be the biggest transfer window of Liverpool? No, but you’d have been surprised if I said yes.
“Our eyes are always open. We always look. What happens if and when but nothing to say in the moment.”
Liverpool are already being linked to a number of players ahead of summer.
Insigne will not be among those targeted by the Reds, but several other deals are said to be being lined up by Klopp as he seeks to make his side even more competitive.