The Reds made the Netherlands international one of their top transfer targets but found the Saints unwilling to negotiate a sale, despite van Dijk handing in a transfer request.
Having failed to prise the former Celtic man away from St Mary's, Liverpool had been expected to switch their targets with the Davinson Sanchez, Kalidou Koulibaly and Benedikt Howedes all said to be on Klopp's wishlist.
Klopp eventually decided against signing a new centre-back and his decision not to reinforce the defence has come in for criticism after recent mistakes at the back this season.
The German has now discussed why he didn't improve his options in the middle, claiming he did explore other avenues but did not find anyone up to the level of van Dijk.
"We watched all of them 500million times, and to cool the people down what if the new player doesn’t hit the first ball and he makes exactly the same mistake?" said Klopp.
“A mistake they all made in their life – but it is like, ‘he is a £65million signing, he will improve’. Why do you think the other one cannot improve? I don’t understand that.
“For me it’s really difficult always to come to your planet, visit you and say ‘yeah you’re right, there were five good options out there and we missed them because, I don’t know, we wanted to spend the money anywhere else’.
“It is not that we ignore it - I said if there would have been a solution out there we would have done it. I had to make a decision and the decision was our boys are not worse than them.”