Gotze, who has scored 19 goals this season - more than his last two campaigns combined - tore his hamstring during the second leg of the semi-final against Real Madrid and is still rated doubtful for Saturday's showpiece.
He started light training just over a week ago and appeared to take a step up on Tuesday when he followed an individual training session in the morning by joining his team-mates in the afternoon.
But Bild reported in the evening that Gotze had been forced to pull out of that second session when he felt the problem again.
General manager Michael Zorc was quoted by the newspaper as saying: "Mario has felt something again in his hamstring. That is why he stopped. We don't know how bad it is and whether he is still suffering from it."
It leaves in question Gotze's chances of playing against the club he will be joining in July after a 37million euros (£31.5million) transfer was agreed upon last month.
And Gotze is not Klopp's only concern with Mats Hummels, a man who switched between the two Bundesliga giants in the opposite direction in 2008, labouring with an ankle injury.
His chances of a recovery from an injury he picked up only on Saturday are significantly greater, though.
"Nothing is torn so it is not as bad as first feared," said Hummels to Sport Bild magazine.
"I'm confident I'll be ready for the final."
Even without Gotze, Bayern Munich legend Lothar Matthaus believes Dortmund have a good chance of triumphing at Wembley and denying his former club a historic treble this season.
Bayern won the Bundesliga in record-breaking style and face Stuttgart in the final of the DFB-Pokal on 1 June.
"The big question is whether he can play, but then the question is how fit he is," said Matthaus to Sky television.
"He has not played for the past three and a half weeks. I would say Mario cannot be 100 per cent fit.
"If anything, then maybe he could take his place on the bench next to Jurgen Klopp because Dortmund are not reliant on Gotze.
"It would also be his last game for Borussia against his future club so it would not be easy for Mario Gotze and it would not be easy for Borussia Dortmund, and it would not be easy for Jurgen Klopp either."