The former Reds skipper is currently at Ajax, having left the Saudi Pro League after mere months in the winter.
Klopp was speaking to reporters ahead of a Europa League tie against Atalanta on Thursday.
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Asked a question about his Dutch players, Klopp responded: "You're not the one that interviewed Jordan Henderson are you?"
When the reporter said that was someone else, Klopp retorted: "Your colleague, is he a friend of yours?"
Klopp then added to the reporter, who was not close with the other reporter in question: "Wow! What a horrible interview that was!"