The Premier League title contenders collapsed from 3-1 up with 14 minutes of regular time to go – and lost 4-3.
The Reds remain in 3rd place after the defeat but are now 4 points behind leaders Chelsea.
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Klopp says his players are not the finished article yet.
A late penalty denied Manchester United the chance to cut the gap on the Premier League's top four.
They were held 1-1 by Everton at Goodison Park – after Zlatan Ibrahimovic gave them a first half lead.
United have now drawn their last three league games and find themselves nine points off the top 4.
