It has been claimed that the prolific Poland international will join the Premier League club in a £12million deal at the end of the season.
It is suggested the price for the 24-year-old would be relatively cheap as he would be out of contract the following summer.
Klopp did not say it would not happen, but feels German football clubs are now in a much stronger position to resist overtures from their wealthy Premier League counterparts.
Klopp said: "I've no idea (about this). I'm not afraid he is going to be leaving us.
"Manchester United is one of many clubs that are going to be showing an interest in him. But the fact remains the contract is with us.
"The time when there were big, rich English clubs coming to lure German players away - thank God those times are over.
"No, I'm not afraid I'll be losing him and in the second half of the season he'll be with us."
The Bundesliga champions lost Shinji Kagawa to the Old Trafford club last summer.
Klopp's immediate priority is a visit from United's rivals Manchester City in their final Champions League Group D match.
Dortmund are already through to the knockout stage as group winners while City are playing only for the consolation prize of a place in the Europa League.
Despite that, Klopp has no intention of taking it easy on the visitors at the Westfalenstadion.
He said: "This is a Champions League game.
"When a team is through, there is sometimes a temptation to rest players but that is not for us. We are going to play with a good team.
"It will be a high-tempo game and we have got to try to put a fresh team on the pitch, but obviously there will be changes."
Dortmund will be without defender Neven Subotic and midfielders Sebastian Kehl and Sven Bender through injury, while Mario Gotze, Lukasz Piszczek and Jakub Blaszczykowski could also miss out.
The two clubs fought out a pulsating 1-1 draw when they met at the Etihad Stadium earlier in the campaign.
Both sides had numerous chances in the first half before Dortmund went ahead in and dominated the second, only to be pegged back by a late penalty.
Klopp said: "The match at City was surely one of the best ever for a Borussia Dortmund team.
"We were extremely quick, ran extremely well and were tactically very strong.
"Normally you win such a game, but that was not the case then. As it turned out, it didn't do us much harm.
"I can't really say how tomorrow's game will develop because I have no idea how the (City) team will line up.
"The squad has huge quality, no matter who is playing, but I also know that the big Manchester derby is coming up this weekend.
"We will see where their priorities lie. You can't always play like we did in Manchester, but, of course, we should try."