The 47-year-old German is tipped to assume a managerial post in England after confirming earlier this week he will leave his current club at the end of the season after seven years at the helm.
Since the announcement Klopp has been linked with a host of clubs across Europe, including Manchester City, despite the reigning Premier League champions saying they have no plans to replace Manuel Pellegrini.
Chelsea manager Mourinho admits he has no idea where Klopp will end up but knows it will not be at Stamford Bridge.
He said: “The only thing I know is that he told me he’s not coming to Chelsea, for sure. He told me that personally, so, I’m calm.
“He’s a very good coach, but I have no idea if he comes to the Premier League. He’s a very good coach, he’s a good friend, I like him very much. If he comes, welcome. But I don’t want to get into that story, ‘where is he going?’”
Klopp guided Dortmund to the 2013 Champions League final and Stoke boss Mark Hughes believes his European competition pedigree is a big attraction for clubs.
He said: “He has had great success in Europe and the top clubs, I’m certain, will be looking at him because that is what they want, people who have had Champions League experience and who have done well in that competition.”
“That seems to be a prerequisite before they even start discussing who might come and go. I don’t know the guy personally as I haven’t met him, but he has had a good record apart from this year, where he has had a real struggle.”
However, the increase of overseas coaches arriving in the top flight concerns West Ham manager Sam Allardyce.
He said: “It’s like being a player – we have the best league in the world and the biggest brand in the world, so that attracts the biggest coaches and the biggest players.
“We have to live with that, we have to be so good. Not only as a player today, but also as a manager and a coach, you have to embrace that challenge. We are faced with that challenge and have to meet it head on.
“He has not had quite as good a season [at Dortmund] as a couple of seasons ago, so perhaps that is why he is jumping ship and going somewhere else, as he sees he cannot go any further where he is, where he has done a fantastic job.”
The Dortmund boss has also been linked with Arsenal and Klopp’s compatriot and Arsenal defender Per Mertesacker is backing him to be a success in England.
He said: “I’ve got some nice experiences in the Premier League and of course it would be nice if a German coach would take the challenge of working in the Premier League.
“It’s not so good for Dortmund that he is leaving, but I still wish him all the best and hopefully one day he will manage abroad. I think his passion would fit and to see him in England would be very interesting.
“Everyone has their philosophy and I think Jurgen Klopp has proved that he’s top-level and can teach a lot.”