Aguero, who is the club's record goalscorer and won several Premier League titles, is now retired.
The Argentine spoke about how he would have loved to play for Liverpool boss Jurgen Klopp.
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He told Stake: "Terrific manager, Klopp has certainly elevated Liverpool, allowing them to become a protagonist of the Premier League in recent years.
He's made them more aggressive, more intense in their playing style. New players have arrived and Jurgen has managed to adapt them to this offensive mentality.
"He'll be sorely missed in the Premier League... but he's made his choice, and it's up to us to respect it.
Any great manager will teach you many valuable things. It would have been a great experience for sure (to play under Klopp."