Klopp, who has been in charge of the Reds since October 2015, last month put pen to paper on a new contract that extends his commitment to the club to 2026.
Klopp doesn't believe he would be better served managing elsewhere, and confirmed he has been approached on more than one occasion by Bayern during his time at Anfield.
“Which club should I go to to have a different situation? Tell me," said the Reds boss. “The only thing I could do is ask Pep (Guardiola) if he is sick of all that winning and I take over at (Manchester) City. Is that the idea? That wouldn't work, I don't want to do it.
“I could have gone to Bayern a few times, I could have won more titles in my life, pretty sure I would say – a good chance at least. I didn't do it. I had a contract here and I never did it. That's completely fine.
“The world is not full of winners, the world is full of triers hopefully. And I try and sometimes I win with some other people together. I am happy with that. I am not always positive, give me a second and I will find a reason for optimism, that's probably true, but that's it."
Klopp added: “This club went through incredibly tough periods and always hit back and if people can't appreciate the time we are in or the team they have I would really feel for them because it's fantastic what the boys do.
“If you saw the Aston Villa game (on Tuesday), the situation we are in, you could write books about the resilience of these boys. 1-0 down, everything looks like 'Ah, this time'. But no. We are three points away (from City at the top of the Premier League) and seven goals. We will try. We cannot do more and I can enjoy that – if people can't I cannot change that."