The former Liverpool manager has been linked with Xabi Alonso's job at Real Madrid.
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Defeats in the LaLiga and Champions League this week has heaped further pressure on Xabi's position.
Klopp, now Red Bull's global football director, has been suggested as Real president Florentino Perez's top choice to replace Xabi.
But his agent, Oliver Mintzlaff told AS: "He has made it clear that he doesn't want to be a manager at the moment."
Real Madrid will face Alaves tomorrow night at the Mendizorroza.
