The 27-year-old joined the Reds in January 2018 for £75 million ($98m), becoming the most expensive defender on the planet in the process.
He has been a fixture in Klopp's starting line-up ever since and his influence at the back has been a key factor in Liverpool sustaining a title charge this term.
The Netherlands international will return to St Mary's this Friday and ahead of that clash, his manager has offered words of praise.
Klopp has not been surprised by the level of Van Dijk's performances this season, stating that he had already shown his immense quality during his time at Southampton.
"If you pay the amount of money for a player that we paid, you have to be convinced, you need to be 100 per cent sure and we were sure," Klopp told Sky Sports.
"It always gives a player an extra portion of confidence, arriving on the level you want to be. We were in the Champions League, qualified for the last 16 when he came in.
"He had really good games with us, we qualified for the Champions League so that all helps. As confident as you are, you are still a little bit, not insecure, but you don't know 100 per cent.
"But now it is clarified, the level he is at. He was the same level at Southampton, but the whole world was not watching."
Belief and passion. ❤— Liverpool FC (@LFC) April 5, 2019
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The title race looks set to go down to the wire, but Pep Guardiola's men hold a one-point advantage heading into the final few matches of the 2018-19 campaign.
City have set a new standard in terms of consistency over the last couple of years but Liverpool have improved enough to match their rivals stride for stride this term.
Klopp feels that his side are now a "major force", revealing that their "dreams" of silverware are a constant source of motivation.
"We have a really good team together, as a club," Klopp added. "It's a proper force, we have a lot of power in and around the club.
"Take all the dreams together and that can create a proper energy going forward."
"It took a while obviously until everybody thought it, but it's obvious.
"We will probably qualify for the third time in a row for the Champions League, it's been a while since that happened, we are fighting for the top spot in the league and we are in the quarter-finals of the Champions League, it's obvious."