Currently Red Bull's global football director, Klopp has been linked with Roma and Real Madrid in recent months.
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But speaking at a LFC Foundation event, the German said: "I'm not going to Roma.
"If you come across any rumors suggesting that I will take a coaching job in the next few years, it's bull****. You can say that first."
Klopp will be at Anfield on Sunday to see Liverpool face Crystal Palace ahead of the Premier League trophy ceremony.