"(He) understands this, " Klopp said.
Meanwhile winger Xherdan Shaqiri will not travel will the squad for fear that his inclusion may provoke the Belgrade supporters.
The midfielder was at the centre of controversy along with Switzerland teammate Granit Xhaka when they celebrated goals with a pro-Kosovo "double eagle" gesture that represents the Albanian flag during the World Cup win over Serbia in Russian Federation.
The 27-year-old, whose parents are Kosovar-Albanian, was born in the former Yugoslav city of Gjilan which is now part of Kosovo, a state Serbia still refuses to recognise despite its declaration of independence in 2008.
The big omission from the Reds' travelling party was forward Xherdan Shaqiri after Klopp made a decision to leave the Swiss star at home.
We represent one of the biggest football clubs in the world, that's why we are here - to play football.
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"The display at Arsenal was not the first below par performance of the season and we have reached the point where Klopp needs to consider leaving him out and trying something different up front".
"I have heard so many wonderful things about the city of Belgrade, and the country of Serbia as a whole, from friends and colleagues who've visited before, so now I'm really looking forward to taking Liverpool there for a great game of Champions League football".
Mr Klopp added that Shaqiri had accepted the decision.
"We are keen to be respectful and keen to avoid any distractions". Politics always has always influence on life, on the life I live at least, and that's how it is. But we've just got to focus on the opponent that we're playing and not the group. I realised already tonight [that] - I expected it differently - mostly the English-speaking journalists were asking about it, to be honest.
"He's our player, he will play a lot of games for us, but not tomorrow, that's all". It could have been a story and we didn't want to have a story besides a football story.
When Red Star travelled to Anfield last month, Shaqiri was roundly jeered by the away fans, showing that his actions had certainly stayed fresh in the minds of some Serbians. I'm sure we'll do that.
"He's impressed me more than I thought he would with that, but I think it's been good for him to work under Jurgen Klopp".