Moyes was sacked by United on Tuesday with the Premier League champions languishing in seventh in the table, 23 points behind leaders Liverpool with just four games remaining.
Klopp had been among the favourites to replace Moyes, but speaking to journalists in Dortmund, he said he had not received an offer from United so there was nothing for him to even think about.
He said: "I really do think that Manchester United is a great club, but it is also the case that as long as things continue to go as they are here, then I have a clear agreement with Borussia Dortmund.
"Therefore it cannot have anything to do with the greatness of a team, even if there were to be an offer. And to react to this is a bit uncomfortable when there has not been an offer, so to reject it before an offer comes is personally embarrassing for me."
Klopp has guided Dortmund to Bundesliga title glory twice, in addition to the Champions League final last season, during his six-year tenure as manager.
The 46-year-old insisted he remains as happy and committed as ever in his current role as the club's head coach.
He said: "I think Man U is great, but I am still really happy here because there are around 1,000 reasons why I really like working at this club.
"The only condition which must be filled, and it is more important than contracts, is that all of those involved have to have the feeling that I am the right coach for this team. As long as that is the case, I don't have to think about anything."