In a video on social media, Salah, as he was walking through the media area after the match, said: “If I speak there will be fire.”
A reporter asked “Fire?” and Salah replied: “Yes, of course.”
Klopp said later: “We spoke about that in the dressing room and it’s done for me.”
Klopp will leave at the end of the season and Liverpool this week agreed compensation worth up to £9.4m with Feyenoord for their manager Arne Slot.
There has also been speculation over the future of Salah, who has scored 210 goals in 346 appearances in seven years at Liverpool but whose contract expires at the end of next season.
He was linked with a move to Saudi Arabia last season and those rumours have begun to circulate once again.
Former Rangers striker Ally McCoist told TNT Sports: “He has been one of the best players we have seen in this league – nothing short of fantastic for Liverpool – but his form has dipped and it looks to me like he might be moving.
“It might suit both parties – suit Salah to move on and Liverpool to reinvest the money they get for him.”
Eddie told BBC Three Counties Radio: "I just despair with this team, a non-league team could beat us. The club should hang their heads in shame, I can never rem
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