Wednesday 9 February 2022
Salah's side lost to Reds team-mate Sadio Mane's Senegal on penalties in Sunday's final, with the current Premier League top-scorer not even getting the chance to take a spot-kick.
He was back in England the following day and trained with the Liverpool squad on Tuesday as he looks to get straight back into action against Leicester on Thursday.
"He's very disappointed, it was a massive thing," said Klopp.
"Losing a final is always really hard, I can sing that song, but losing the way they did was especially hard. He is happy to be back but is disappointed as well, massively so.
Mane is due to return on Wednesday night following extended celebrations in his homeland but will not feature against Leicester.
"It's such a big thing, everybody saw the celebrations in Senegal," said Klopp. "We didn't want to stress anybody there and ask for Sadio to come back earlier.
"He should just enjoy it and come back as early as possible. I think it will be tonight."
Luis Diaz could make his Premier League bow against the Foxes, having impressed as a substitute in last weekend's FA Cup win over Cardiff City, and Klopp is expecting big things from the Colombian.
"I liked his contribution when he came on against Cardiff," said Klopp. "Yesterday he enjoyed his training session a lot, I'm not sure I ever saw a player smiling so constantly during a rondo.
"We could see he fitted in very naturally during the last game, positioning-wise he played exactly as we wanted him to. But that's only the starting point. OhhhThere's a lot more to come."