The German manager lamented his team's inability to finish chances as they ended up scraping through with a 1-0 victory.
The Reds advanced to the last 16 of the Europa League thanks to James Milner's early penalty, but in truth it should have been a more comfortably passage into the next round for the Premier League team.
Philippe Coutinho should have doubled the lead from close range, Daniel Sturridge saw an effort tipped onto the post and fired wide from a good position, and Jordan Henderson was denied late on as the hosts failed to ease the tension around Anfield.
Klopp admitted his relief at seeing out the win, but lamented the fact that his side did not made it easy for themselves by extending their advantage.
He told the club's website: "It was a really good game and it was absolutely deserved; everybody who saw the game would have to say we deserved to win and were the better team and created chances.
"We only had one problem – we didn’t use [those chances] and score often enough. That’s how football is sometimes. For us, it’s still a long way and the only problem was we couldn’t control the game in the last 20 minutes."
Liverpool now turn their attention to what could be a defining moment in their season when they face Manchester City in the Capital One Cup final at Wembley on Sunday.
The Reds have won just one trophy in the last eight years, and silverware at the first attempt for Klopp would be a huge boost for the club.
The showdown on Sunday and the Europa League campaign are arguably made even more important by the fact that, as things stand, the Merseyside club are struggling to qualify for Europe through the Premier League, as they sit eight in the table three points off fifth place.