The 2-0 defeat to Eintracht Frankfurt at the Commerzbank-Arena ensured Dortmund stay rooted to the foot of the table with two major errors punished by Alexander Meier and Haris Seferovic.
Meier took advantage of a long ball that was not cleared by the Dortmund defence four minutes in before a mix-up between Matthias Ginter and Roman Weidenfeller afforded Seferovic the simplest of finishes late on.
Having initially slipped to 18th courtesy of Stuttgart's win at Freiburg on Friday, Klopp's men will stay bottom until at least Friday when they welcome Hoffenheim to Signal Iduna Park.
And Klopp revealed he understood why sections of supporters are unhappy with their side's form.
"I can understand the displeasure of the fans, it is perfectly fine, but the team still tried everything," he said in his post-match news conference.
"We wanted to improve our situation dramatically but we didn't succeed. We will continue nevertheless.
"We do a lot for nothing and to break through that is a big challenge."
Nuri Sahin's name among the substitutes was perhaps the only highlight for Klopp and Dortmund, with the midfielder yet to make an appearance this term following knee injuries.
However, team-mate Sven Bender pulled no punches in his assessment of morale in the dressing room.
"The mood is at rock bottom. It is a really difficult situation. It's a bitter day," he explained.
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