The German was upset at a line of questioning from a reporter about his team's performance against Manchester United.
The Reds were beaten 4-3 after extra time, ending their hopes of winning the quadruple.
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Klopp replied in response to a question about his team's lack of intensity in extra time: "It's a bit of a stupid question, If you see us often, you can ask us the other times why we have so much energy.
I don't know how many games we've had recently and how many Manchester United have had. This is sport. I am very disappointed by that question, but you thought it was wise.
Asked if his team had too many games, Klopp fumed in response: "Come on! You are obviously not in a great shape. I don't have the nerve for this."