The Poland striker has been linked with moves to Manchester United and Bayern Munich after helping fire Dortmund to a league and cup double.
The 23-year-old, who is under contract at Westfalenstadion until June 2014, netted 22 goals in 34 matches last season.
United boss Sir Alex Ferguson recently attended the German Cup final where he watched Lewandowski bag a hat-trick in Dortmund's emphatic 5-2 win against Bayern.
"We will not sell Robert Lewandowski - not for any price," Klopp told German newspaper Suddeutsche Zeitung.
"Our biggest obligation is to have a strong squad and one that enables you to play a successful game. He will remain at our club."