Klopp, 52, was one of three Premier League bosses to be nominated for the award, alongside Manchester City's Pep Guardiola and Tottenham's Mauricio Pochettino.
Speaking about the award, Klopp said: “It is great, nobody expected this 20, 10, five, four years ago that I would be standing here.
“We know what an incredible job you [Mauricio Pochettino] did and what Pep did. I have to say thank you to my outstanding club Liverpool FC.
“To the owners thank you, they gave me an incredible team. I have to thank my team – as a coach you can only be as good as your team is. I’m really proud of being manager of such an incredible bunch of players.
“This is an individual prize, I don’t 100% understand individual prizes, I’m here for a lot of people.”