The Belgian has started just five of the last 16 games, having fallen behind Daniel Sturridge, Divock Origi and Roberto Firmino in the pecking order eight months after he was signed for 32.5 million pounds ($45.78 million) from Aston Villa.
"Some team-mates said that I was lucky with the arrival of Klopp because I certainly would play," Benteke told Belgium's Sport/Voetbalmagazine of the German who replaced Brendan Rodgers in October.
"When your coach says he wanted to take you to Dortmund and a little later you sit at the same club and he ignores you, it is hard to understand."
Benteke was far from ignored on Sunday, however, when the 25-year-old was on the receiving end of a verbal volley from Klopp after he missed a relatively easy goal-scoring opportunity in the 3-2 defeat at Southampton.
The former Aston Villa frontman said that he would not have signed for Liverpool if he was not the preferred choice centre forward for his coach.
"When I arrived under Brendan Rodgers, I knew I would have the opportunity to show my qualities, I was worth all that money but now... I knew that the new coach might have a different opinion on me."
The striker was also subject to speculation over a possible transfer away from Liverpool during the January window.
"In January, I didn't want to leave and it's still my desire to succeed at Liverpool," Benteke added. "We'll see at the end of the season."
Benteke, whose contract runs until 2020, has scored eight times in 35 appearances for the Anfield club.