Klopp says Mane was among the Liverpool stars "targeted" by Atletico, according to Klopp.
As a result, Mane picked up a yellow card in the first half and was in danger of seeing red.
Klopp made the decision to remove the forward from the action, replacing him with last year's Champions League hero Divock Origi.
On Mane's reaction to being hooked, Klopp said: "I spoke to him this morning, I asked was he surprised and he said 'yes'. I don't think he had a chance, my honest opinion. We needed him physical, having contact with opponents.
"It's part of the game, I don't like it too much, the situation they created with eight players around the referee.
"I didn't believe we could complete the game with XI with him on the pitch. But now he's completely fine, he's rested which is good as well."