Liverpool's celebrations continued in front of thousands of fans in the city a day after a 2-0 win over Tottenham in Madrid saw it claim a sixth European Cup/Champions League title.
Klopp, who is reportedly set to be offered a contract extension at Anfield, was emotional seeing the support for the Reds.
"I cannot really describe it because I cried a little bit as well because it's so overwhelming what the people are doing," he said. "When you have a direct eye contact and you see how much it means to them that's touching to be honest. It's brilliant.
"Thank God the weather changed in a positive direction so we are having a wonderful time here. It's really special."
Klopp, who claimed his first trophy since taking charge at Anfield in October 2015, said the parade was an amazing experience.
"I don't know exactly how many people live in Liverpool but there's not a lot of space for fans and supporters of other clubs, so it's incredible," he said.
"This team is really doing so well and if you are a young kid which team would you support? There are not a lot of other options and opportunities apart from Liverpool so it's really nice to see.
"You see in their eyes how much it means. It's unbelievable and it's so intense. Today, wow! It's crazy."