Klopp, whose side face Serbia in the Nations League on Friday, has discussed the matter with the 26-year-old Nmecha.
"It was a big issue," Klopp told a press conference. "Last weekend I saw Felix score two great goals and saw the celebration and then the gesture. I did think nothing of it at the time. But then it all kicked off."
Nmecha celebrated during Borussia Dortmund's 2-1 win over Elversberg last week, in which he scored both goals, with a gesture that imitated taking a crown off his head and placing it on the grass.
That was seen by many fans as a nod to the campaign 'The King’s Return', linked to Ballers in God (BIG), a network of Christian football players.
"He told me he loves all people and discriminated against no one, so for me the most important issue was settled," Klopp said.
"Then I said: 'How do we do it with the goal celebration?'. He will not be celebrating like that."
Critics have said the King's Return campaign discriminates against homosexuality and transgender people.