The German told reporters before his side face Leicester City in the final of the Premier League Asia Trophy in Hong Kong on Saturday.
"We want to work together and we want to make the next step, and to do this we need to stay together," the German told reporters before his side face Leicester City in the final of the Premier League Asia Trophy in Hong Kong on Saturday.
"The very important message is that we are not a selling club," added Klopp.
As Barcelona circle for Coutinho, Liverpool midfielder Adam Lallana backed the mercurial Brazilian to help lead the Reds to success in the new season.
"He's a fantastic player so it's no surprise that there's teams interested in him," said Lallana.
"I feel like we're going to achieve big things here and I feel like Phil is going to be a big part of that."
"He's in that elite bracket and there is no reason he can't continue to be in that elite bracket and continue here at Liverpool," added Lallana.
"We're a massive club. We're in the Champions League -- okay we need to qualify -- but if we are going to win competitions like that, and the Premier League, we need to keep hold of players like Philippe."
Fan favourite Coutinho signed a new five-year contract at Anfield in January that did not include a release clause.
"He can improve his consistency but there is no doubt about his quality," Klopp said of the 25-year-old.
"He's a really good player but the nice thing is he's still young and he can improve. Phil is a very, very important player."
Klopp, whose side beat Crystal Palace 2-0 in midweek in their first run-out in Hong Kong, was less keen to discuss Liverpool's pursuit of Leipzig midfielder Naby Keita.
The German club rejected an $86 million bid for the Guinea star from Liverpool earlier this week.
"I have nothing to say about this," shrugged Klopp, looking to strengthen as he attempts to end Liverpool's 27-year title drought.
"Obviously these stories are without my saying, so why should I disturb this process? Do whatever you want with this news, I'm not interested. But keeping the group together would make sense."
Leicester boss Craig Shakespeare, meanwhile, revealed his club had received an offer for Algerian winger Riyad Mahrez from Roma.
"It was politely declined on the basis that it was a low offer," said Shakespeare, who watched his team overcome West Brom on penalties earlier this week.
"What that offer is I don't know. Riyad is a Leicester player and until we hear otherwise we expect him to perform at the standard we set."