While the Frenchman will be at Signal Iduna Park on Tuesday, he will not be allowed on the touchline after UEFA recently rejected Arsenal's appeal against the two-match suspension imposed on him.
Wenger was initially suspended for the Gunners' play-off first leg at home to Udinese on August 16, but UEFA extended that to two games after they found he breached the terms of the ban during the 1-0 win.
The Arsenal boss admitted this evening that he does not feel he got a fair trial from UEFA, but counterpart Klopp believes his charges have the ability to impress whether he is there or not.
"I am not sure whether it will be important that he is on the touchline," Klopp said on Monday.
"It would be better if maybe (Robin) van Persie, (Theo) Walcott or Gervinho wouldn't be on the pitch and play tomorrow.
"We met Arsene Wenger before and were pretty impressed (by him).
"(Saying that) I hope the team will not be so impressive when once he is not on the sidelines."
Tuesday marks Dortmund's return to European football's elite competition for the first time since March 2003.
Arsenal are Champions League veterans by comparison but face a tough task blending in their swathe of new players.
Recent signings Mikel Arteta, Per Mertesacker, Yossi Benayoun, Andre Santos and Park Chu-young have all been included in the 18-man squad for the match, but Klopp believes Dortmund face a tough task no matter who starts.
"Of course, maybe bringing in five or six the team would look a little different," he said.
"But I don't know who will actually be on the pitch tomorrow, who will play.
"Of course we saw the match against Udinese and not many new players played in that tie.
"They have a good team and it doesn't matter who they have got on the pitch.
"They will show a good performance but what we have to do is focus on us.
"It doesn't matter who plays for Arsenal or who will be on the pitch.
"They will play very offensive football and we know that. Very attractive football.
"But we need to focus on us and to try and give a good performance.
"Of course then can pose difficulties to every team but we worked hard and we will try our best tomorrow."