Salah came off in tears in the first half after a challenge with Sergio Ramos left him on the turf.
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Liverpool lost the final following two Loris Karius mistakes and a Gareth Bale wonder strike.
And Klopp rued the Reds’ misfortune in the Ukrainian capital.
“The plan is only to play to win, nothing else, not a lot to say. We started well and played exactly like we wanted to,” he said.
“The situation with Sergio Ramos [and Mohamed Salah] looked really bad and it was a shock for the team, we lost the positive momentum and they immediately came up.”
Asked if Egypt star Salah will likely miss the World Cup, Liverpool boss Klopp said: “Yes, unbelievable. It is very serious, it is with his shoulder.
“He would have tried to play on [if he could have] but I have not seen him. He is possibly in hospital for an X-ray. It does not look good.”
On Karius’ mistakes, Klopp added: “Loris Karius knows it, everybody knows it. That is a shame in a game like this, in a season like this. I feel for him, he is a fantastic boy. The second mistake is because of the first one.
“The bad parts are difficult to get rid of in a game like this. Gareth Bale’s bicycle kick was unbelievable. We did what we could and the boys tried everything but it was not the best script for us.
“Everything was great until tonight. You go to the final to win it, it was proper chance for us and we did not take it.”
Real Madrid’s win moves them onto 13 European Cup triumph and the third title in succession.
For manager Zinedine Zidane, who only took over at Real in the winter of 2016, it has been a remarkable run.
He said: “To lift three Champions League trophies with this club, this team is magnificent. We don’t quite realise what we have achieved yet.
“We are going to enjoy the moment. We had a complicated season but to finish with this makes us really happy.
“I have had a little bit of time to think about what this means. This is the status of this club. It is a legendary club, one that has won 13 Champions Leagues and I am happy to be a part of its history too.”
Bale’s goal – an overhead kick off Marcelo’s cross – is one of the greatest scored in Champions League history.
Zidane himself scored a stunner in the 2002 final for Real – the then-midfielder volleying home against Bayer Leverkusen.
But Zidane was careful not to put Bale’s strike above his.
“It is not the same thing but it is just the latest thing we have witnessed. It was magnificent,” he said.