The Reds were simply magnificent at Old Trafford, with Mohamed Salah continuing his scoring run with a fine hat-trick.
"It is a really good day - a big one. This is a little chapter in the history of the club," said Klopp.
He added: "People will talk about it in the future because it won't happen again in a long time, if ever."
He added: "What can I say? Did I expect that? No.
"The result is insane. It is special but we don't celebrate like crazy, we have respect for the opponents.
"We were lucky in some moments, United are not in their best moment."
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