The midfielder was originally named in the starting line-up at Wembley; however, an issue sustained during the pre-match warm-up meant he was forced to withdraw from the game, leaving him visibly emotional prior to kick off.
However, a scan on Monday assessed the severity of the problem and Klopp is confident Thiago can return to action soon.
The manager told his pre-Norwich City press conference: “It was a very emotional moment. We were all surprised; I came in the dressing room, I watched the whole warming up and didn't see anything, then we came in, he is on the [treatment] bed and the physios tell me he feels something in the hamstring, which is not good.
“Then we had to make the decision he could not start. In this moment when you are that close to playing a final… for the one player who probably won the most silverware in the whole squad, or as much as the whole squad together, showing then this kind of emotion, I didn’t like that he didn’t feel that good, but the desire to play a final I liked a lot.
“He's fine again but not fit again. Like always, you don't know [how long he will be out] exactly. Weekend not sure, maybe Milan, after that definitely.”