Current Blues interim boss Rafa Benitez is not expected to land the role on a permanent basis and Klopp, who has guided Dortmund to two Bundesliga titles, is thought to be high on the wish-list of Chelsea owner Roman Abramovich.
But Klopp, 45, told the Evening Standard: "I have a contract until 2016. I have said 20 times I'll definitely stay until 2016.
"Everybody thinks I say it but that if a club like Chelsea or Real Madrid come in for me, I will go. This is something I can't change but they will see.
"It is a really big honour for me, coming from a small village called Bretten in the Black Forest where 1,500 people live, that somebody thinks I can train Chelsea. It's not a normal story, it's a special story. But I don't think about it.
"I was the coach at Mainz before Dortmund for seven years. Each year I could have left for a Bundesliga club but I said 'no, I have a contract, I will stay'. I enjoy what I'm doing here at Dortmund. It's a great club, a great city, everything is okay."