Kosovo is a former Serbian province that declared independence in 2008, although Serbia does not recognise this.
"Although we have no idea what would happen, we want to go there and be focused 100 percent on football and not have to think about anything else, that's all".
Although he was keen to play, Klopp says he is understanding of the decision.
Shaqiri, an ethnic Albanian from Kosovo, was fined £7,362 by Federation Internationale de Football Association in the summer after celebrating a goal for Switzerland against Serbia by making a double-headed eagle gesture - symbolising the Albanian flag.
Speaking ahead of the game, Klopp said he wanted to keep the focus on football for the tricky away tie.
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Klopp added: "We are Liverpool FC, a big club, a football team, but we don't have any message further than that. We have no political message, absolutely not", Mr Klopp said. "We didn't want a story beside a football story and that's why we decided".
"So for that reason, he is not involved and he accepts and understands this".
"The display at Arsenal was not the first below par performance of the season and we have reached the point where Klopp needs to consider leaving him out and trying something different up front".
Much is being made of the intimidating atmosphere that awaits Liverpool's players inside the Rajko Mitic Stadium but defender Andy Robertson has urged his team-mates to lean on their experiences away from home a year ago.
Liverpool play Red Star Belgrade tomorrow evening and although a win is never a given, the way the Serbian outfit was dismantled at Anfield bodes well for the Reds. These games are always tough to start off with and Red Star will give Liverpool plenty to deal with in the opening stages but once they get over that then they've got the skill to get a couple of goals.
Dejan Lovren (muscle) and Naby Keita (hamstring) return to the squad but fellow midfielder Jordan Henderson has remained on Merseyside for extra training sessions as he finalises his recovery from a hamstring problem. He is in a very good shape.