The Reds collected 97 points for the season but still finished second behind Manchester City.
And Klopp believes his side will come back stronger next season.
Speaking after Sunday's win over Wolves, Klopp said: "No, I'm not worried. That was the season we played and next year we will play another season, a different season.
"That's clear already. As long as City are around, with the quality they have, the financial power and all that stuff, it's not that any other team will pass them easily, that's clear.
"You need to be very, very close to perfection to win the Premier League as long as this is the case. But we made unbelievably big steps and I really expect more to come, that's the truth. What that means at the end, I don't know.
"But if you see whatever happens to you in life as the only chance you ever had, I feel a bit for you, to be honest.
"There's a lot to come, a lot of years and it's all about you, what you do with it – and that's what we do with it. People will tell us now it's 30 years [since Liverpool won the league] but they have bigger problems, to be honest, all the people who will say that.
"We will go again. This team tried it for the first time and I really think they did quite impressively to try the first time. And, on this road, to qualify for the Champions League final is pretty special. This team is one of the best that ever played for Liverpool, 100 per cent.
"But we play in a league with other very good teams, that's what we have to accept and we do accept, no problem. We will go again, 100 per cent. But give me at least a few hours to come over that today."