Klopp announced on Wednesday that he will be leaving his post come the end of the current campaign, bringing to an end seven successful years at Signal Iduna Park.
Dortmund produced a performance against Paderborn that, at times, typified their season so far, dominating but wasting a host of chances.
He said: "I think it's really good that the crowd today was full. They [the fans] behaved properly [supporting the team as normal], because it today was not about me, but about the team having a good game.
"Of course it's nice when you are celebrated by the fans in the 88th minute, but we have some games left, so I try myself, as a person, not to embrace it, because I know that there will be a game at the end, where it will be brutally emotional.
"I will need a thick shield."
