The Italy international arrived at Signal Iduna Park in June as a direct replacement for Robert Lewandowski, who joined rivals Bayern Munich on a free transfer.
Filling Lewandowski's boots was always going to be a tough ask given the Pole scored over 100 goals during his four years at the club.
But the first signs of promise were there as the 24-year-old scored in Tuesday's 2-0 UEFA Champions League triumph over Arsenal - his first goal for the club in his fourth appearance.
And Klopp is certain that more will follow in time.
"We need to have patience with Immobile, he's improving," he said. "We can't expect him to score every game after running for 60 metres."
Meanwhile, Dortmund have received a boost ahead of their trip to Mainz on Saturday with the return to training of Ilkay Gundogan and Mats Hummels.
Neither player has featured for Klopp this season but they will not be rushed back to avoid any recurrence of the injuries
"Ilkay Gundogan looks great," he added. "He trained well but still needs some time. He is on a great path.
"Mats Hummels has not played since the World Cup final and [had] very little training.
"He is now only entered back into the team training."