Klopp recently signed a new contract to keep him at Anfield until 2024.
And Heskey adds that the German will unlikely leave the club before then.
"But I don't think that Klopp is finished with the project that he has started at Liverpool.
"They are moving into a new training facility, they are really getting to where they feel that they can be when it comes to being recognised as an international brand as a football club.
"Klopp has really put them on the map there. I think Klopp still feels like he has a lot to do. So, I don't think the fans will be overly worried about Klopp leaving."