Captain Henderson has been absent since February due to a foot injury, while Lallana sustained a hip problem on international duty with England and has missed Liverpool's last three games.
However, Klopp is confident he will soon have them back in the fold, though Sunday's Premier League match against West Brom comes too soon for the duo.
"[They are] better, but not good enough for the weekend," said the Liverpool boss.
"With Jordan, it was clear from the beginning that it's not a fixed time until he is back. We have to wait until he feels absolutely nothing, that's how it is. That's what we are still waiting for.
"In all of what he is doing at the moment, he feels nothing, but we have to make steps still, steps to go [so] that he can be part of team training.
"With Adam, it is a little bit easier to say. I am pretty sure after the Crystal Palace game, he will probably be in normal training and that means then [for Watford] he is in the squad or we can think about him then.
"For the Watford game [on May 1] again, with Jordan it could be next week in training, could be the week after, but I think we are in a good way with him also. Everything will be good and I am pretty sure he will have a few games in this season."
Klopp on Henderson and Lallana: "They are better but not good enough for the weekend. Adam will train the week after Crystal Palace." pic.twitter.com/m1Lt7QoQsc— Liverpool FC (@LFC) April 13, 2017
Klopp is wary of the threat West Brom pose at The Hawthorns as Liverpool seek to book a seat at Europe's top table.
He said: "I don't think about [points]. If we win all the rest of the games it's pretty sure we'll be in the Champions League.
"West Brom have all our respect and all our concentration.
"We will try to be at our best, West Brom are having an outstanding season."
Liverpool face Crystal Palace, where Mamadou Sakho is on loan, one week after their trip to West Brom.
Klopp confirmed Palace do not have a clause that enables them to automatically purchase Sakho upon the end of his stay at Selhurst Park.