Klopp, who is leaving after seven years in charge, said he would not be talking about his “painful” departure, adding it could have been a completely different game if Dortmund had enjoyed a bit more luck.
Wolfsburg scored three times in 16 minutes after Pierre-Emerick Aubameyang put Dortmund ahead in the fifth minute.
“The pain of leaving is slowly sinking in, it really hurts,” said Klopp.
“I’ve just tried to express my thanks to each of my players because it has been an extraordinary pleasure and a huge honour to be able to work with them.??
“It’s difficult for me to let go. Now there won’t be a Cup party, just a farewell party.”
The 47-year-old crowd favourite is leaving after having taken over in 2008 and leading Dortmund to the Bundesliga title in 2011.??
He won a domestic league and cup double in 2012 while also adding two German Super Cups to the club’s collection, and a Champions League final appearance in 2013.
“I know everyone wants to know about how I feel,” Klopp said, his voice cracking as Dortmund fans unfurled a large banner reading “Thank You Klopp for seven years”.
“But if I start with that, then the tears come. We lost a game and I cannot make as if I am the most important person in the world.
“I have to process things one after the other. First, this game. I will process the other thing without having TV cameras in my face.”??