A deal for the Ukraine international fell through on deadline day. In a round of claim and counter-claim Dnipro suggested the Reds did not transfer the necessary funds in time, but Press Association Sport understands the money was sent at least two hours before the UK's 11pm deadline.
The move, with the player's medical passed and terms agreed, was blocked by the club's owner Ihor Kolomoyskyi, who refused to sign off the necessary paperwork, which is believed to have prompted a subsequent apology to Liverpool from Dnipro officials.
"The club did everything possible to get the player in," said Rodgers after the club's 1-1 draw at West Brom.
"In every aspect - the finance, we had our chief scout and managing director and doctor out there to conclude the deal - and from our point categorically Ian Ayre (managing director) did a brilliant job trying to negotiate.
"I've heard the problem mentioned was about the money but that was not a problem. It just wasn't to be.
"I feel really sorry for the player because he was obviously desperate to come but it's gone now and we will review it in the summer."
Asked whether, considering the difficulties associated with the transfer, they would try again when the window reopened Rodgers added: "If we feel the player can improve us we are a professional club.
"There is obviously going to be a greater market to look at then but it wouldn't stop us.
"It is of no consequence now. I don't focus on that. There is no point in me looking back."
Rodgers denied he was angered by the failure to land either Konoplyanka or previous target Mohamed Salah, who went to Chelsea after they offered a better deal at the last minute.
"Whatever frustrations I have I would never let you know," said the Reds boss.
"This is a club I want to keep together for the longer term and will never be broken by stuff written in the papers.
"If I have an issue or a problem I don't need to ring up journalists and give them snippets out there, if I have an issue I'll speak with the owner.
"I said it would've been nice to have got some reinforcements in but that wasn't to be the case and so yesterday has no consequence now.
"I've got to work with the players I have here. We have 14 games to go, we are still in a great position and the squad is very focused on our objectives so I can't afford to think about what we could or couldn't have done."