Benteke joined the Reds from Aston Villa when Brendan Rodgers signed him for £32.5m ($51m) in the summer of 2015.
Klopp replaced Rodgers in October of the Belgium international's first year on Merseyside and implemented a different tactical approach which reduced the forward to cameo appearances off the bench.
Klopp moved the player on to South London in the off-season, but Benteke insisted there were no hard feelings.
“Klopp is still the best manager I worked with, although I didn’t play a lot,” Benteke is quoted as saying by the Daily Mirror.
“He wanted fast players up front. I understood his decision.”
Benteke has not always caught fire during an injury-hit spell at Selhurst Park. He cost the Eagles £32m, their club record transfer fee and has been first choice when fit, but his goal tally has not been what the club expected.
He scored 15 goals in the Premier League during his first season for the club, and was their top scorer.
In the 2017-18 campaign he scored just three goals in 31 appearances, a performance which saw him miss the World Cup that summer.
He suffered a bad knee injury in this campaign and saw his place taken by fellow Belgian Michy Batsuahyi. In all, the Kinshasa-born striker scored one goal in 16 games for Palace.
He has been linked with a move to China recently, with Marouane Fellaini’s club Shandong Luneng Taishan reportedly tendering a £20m bid.
Benteke is keen to return to the Premier League and regain the form that saw him star for Villa.
He scored 19 goals in his debut season for the Villains, which saw him finish fourth in the Premier League goalscoring table.
“I started well in England, I want to finish in style too,” the 29-year-old 30 cap international said.
“I don’t want to run away like a thief in the night. I injured my knee last season and played through pain. I never felt 100% this season.”