The 22-year-old enjoyed a good pre-season with the Blues and started the games with Hull and Manchester United in the opening weeks of the campaign.
But in recent weeks he has not been involved, which has seen him linked with a move back to Germany.
Werder Bremen - where he impressed last season on loan - have already declared their interest, but Dortmund have ruled themselves out.
"We have signed great players over the summer. We have a squad we are very happy with," Klopp told Deutsche Presseagentur.
"He (Kevin de Bruyne) is actually no one we are after. He is at Chelsea FC and given the size and quality of the Chelsea FC first-team squad it's quite usual he may sometimes miss out on one or two matches."
De Bruyne's agent is also quoted in the German press, ruling out a possible move in January.
"This summer we decided to stay with Chelsea, and we knew the competition would be hard and that Kevin had to fight," Patrick De Koster is quoted by Bild.
"He will continue fighting. I have no contact to other clubs. Even if we were in the transfer period, I would not have any contact."