The 18-year-old fired home in the first half to give the Reds a 1-0 lead in their play-off first leg at the Wirsol Rhein-Neckar Arena.
It was the first senior goal of Alexander-Arnold's career, and left his boss over the moon.
"He is an incredible young player," Klopp said following the match.
"I have to say for an 18-year-old who has the balls to take a free-kick like that, it is rather more exciting and interesting for me than a little mistake he makes.
"It was a bit lucky as the wall didn't jump but it was a very good free-kick and very important for us.
"It was an intense game for Trent. He still has some things to learn. He thought their goal was offside but it was unfortunately not offside.
"Trent is a great player and I have to say I'd rather win 2-1 than 1-0."The Reds will take their 2-1 aggregate advantage into next Wednesday's second leg at Anfield, looking to reach the group phase of Europe's premier club competition.