The Paraguay international was on the verge of leaving the club this week as the transfer deadline approached with his name figuring on their official transfer list.
However, no deal was done and Klopp, who instead sold Mohamed Zidan to Mainz, expressed his relief that Barrios had stayed.
"There was no attempts made on our part to sell him," he said at a press conference. "And personally I am very pleased with his decision.
"We were very open about it all and could understand that a player of his quality considered a move given the situation.
"But no deal was ever done, either with Lucas or with us."
An injury picked up at the Copa America in the summer caused Barrios to miss the first six games of the season, during which time Robert Lewandowski cemented his place as Dortmund's number one striker.
Barrios made 10 substitute appearances during the first half of the season, starting only one game, which is why he requested to be put on the transfer market.
He will fight for a place back in the side on Friday night, although Lewandowski is set to keep his starting berth as Klopp sticks with the side that defeated Hoffenheim 3-1 last weekend.
Nuremberg coach Dieter Hecking knows that with such quality on the bench, Dortmund are in a class of their own.
"Dortmund are the best in the business at the moment in the Bundesliga," he said at their pre-match press conference.
"Of course everything has got to be perfect to be able to beat them and you always need a bit of luck against such sides."
Hecking has to make one change to the side which lost 1-0 in Hannover last Friday night after Per Nilsson picked up a knee injury which has sidelined him for up to four weeks.