Ex-BVB and Liverpool manager Klopp was named Red Bull's head of football this week, meaning he will oversee Bundesliga club RB Leipzig among others. Leipzig and Red Bull have long been criticised in Germany for circumventing the 50+1 fans ownership rule.
Grosskreutz said on his podcast Viertelstunde Fussball: "I woke up, had 30 messages on my phone and thought: What happened?
“I thought I was dreaming; then I hoped it was fake news. Two hours later, it was official. It was pretty shocking and sad. Somehow, it hasn’t really sunk in yet.
“I don’t think anyone was expecting it. It’s very, very strange, and I can’t really comprehend it yet. It’s like shock!
“Nevertheless, he’s a friend of mine, and I owe him a lot. And I will always be grateful to him.
“As a football fan, I think it sucks, to put it bluntly! But as a friend, you have to accept decisions being made. When we meet, I’ll still tell him personally that I think it’s s*** that he does something like that!”