Klopp guided the Reds to victory at Bayern Munich last night.
"When Gary said it I didn't understand it and I still don't understand it," Souness said on Virgin Media Sport.
“When you find yourself in that situation, your confidence is so high, you think you can win every game.
“And I come back to it, all you can do is win the next 90 minutes that you're going to play and see where it takes you.
“I just don't understand why, you cannot prioritise at this stage of the season.
“He will think he's got a group of players that can with both the Premier League and Champions League and so he should think like that.
“Any manager in that situation would want to believe in his players. Does he think he'll do it? No, but he'll take one of them.
“But that shouldn't alter your focus, your focus should all be about the next 90 minutes and 'we win that, we're in the next round of the Champions League and we win the next league game and wait for City to fall off their perch'. That's all you can do.
“And to talk about prioritising is absolute nonsense.
“Was Gary coming at it from, I should ask him when I see him, is he coming from it because Liverpool haven't won the league for so many years and they should prioritise that?
“You just can't prioritise at this stage. Winning becomes a habit, you know what you need to do to win, just go out and do it again like you did last week, do it again like the last few weeks and it is habits forming.
“That's what you've got to do to win games at this level."