Klopp branded the competition as "senseless" last week.
Republic of Ireland winger McClean said, "We're here to play for our country.
"It doesn't matter whether it's a friendly, a UEFA Nations League (game) or a qualifier. It means something. It means everything - well, to me anyway.
"I couldn't care less what Jurgen Klopp says, to be honest. I'm here to represent Ireland and that means everything."