Salah scored a second half stunner to seal a 2-0 win and helped the Reds overpower Chelsea.
Senegalese Sadio Mane opened the scoring in 50 minutes, before Salah hit one of the goals of the season moments later.
Klopp told Sky Sports, “It was a brilliant goal – world-class. A really, really, good goal from our side. It was a brilliant goal in all departments.
“It blew me away. Today was very, very important because Chelsea are so strong. What we did to win that game was amazing. We have closed the slipping book.
“‘I’m so proud of the team, it was a fantastic performance. What a team, what a stadium, what an atmosphere.
“I’m so thankful I can be a part of this, it’s great. It’s just outstanding, very overwhelming at times.”