The 23-year-old is running down the clock on his deal with the French champions and will seemingly be moving on as a free agent at the end of the season.
When asked by reporters if Liverpool's interest in Mbappe was genuine, Klopp insisted that the Reds are "not blind" to his quality, but an offer for the France international was never on the table.
"Of course we are interested in Kylian Mbappe, we are not blind!" Klopp chuckled when asked about the striker in his pre-match press conference for Tuesday's game with Southampton.
"I have nothing to say about that [if there was contact]. Between Kylian and Liverpool, it's all set, it's all fine. We obviously like him, if you don't like him you have to question yourself.
"But we cannot be part of these battles, there must be other clubs involved, but that's fine. He is still a great player."
After collecting his Player of the Year award for the 2021-22 Ligue 1 season, Mbappe told the press that a decision on his future was "almost" made ahead of his anticipated final game for PSG at home to Metz on Sunday.
"I made the mistake three years ago of taking over the ceremony. I want to participate in the ceremony, no look for glory. We will know really soon, it's almost done. My decision is made, yes, almost," Mbappe told reporters.
The ex-Monaco man won his fourth Ligue 1 title with Les Parisiens earlier this season, while he has also scooped three Coupe de France crowns in the French capital.
Mbappe has totalled 168 goals and 87 assists in 216 games for Paris Saint-Germain since his initial loan move in 2017 - overtaking Zlatan Ibrahimovic's 158 earlier this season but still 32 behind all-time leading scorer Edinson Cavani's 200.
The 2021-22 campaign has seen Mbappe rack up a total of 36 goals and 26 assists in 45 appearances across all competitions, including 25 strikes and 19 assists from 34 appearances in Ligue 1.
The Frenchman currently leads the way in both categories and could become the first-ever player to finish a Ligue 1 season as top goalscorer and top assister, although he is only one clear of Wissam Ben Yedder's 24 goals. body check tags ::