The Belgian, who was heavily criticised for his performances last season, has been handling goalkeeping duties for the Reds in the absence of injured summer arrival Loris Karius.
Despite claims that Karius is set to take the number one position once he recovers from his broken hand, Mignolet feels that he belongs where he is thanks to the faith shown by Klopp.
"He has been very supportive," he said on Sky Sports' Goals on Sunday show.
"What is very important in your position as a goalkeeper is you can make your own decisions because you have to start the game off, you have to start the play and you have to feel confident.
"To have that confidence of the manager and the players makes it easier."