The UEFA Champions League Group F rivals meet at the Stade Velodrome on Wednesday, with the Ligue 1 outfit having dismissed Baup on Saturday following defeat to Nantes a day earlier.
Sporting director Jose Anigo has taken interim charge at the club as Marseille look to avoid finishing the group without a win, while victory would take Dortmund into the next stage.
A draw would prove sufficient if Napoli fail to beat Arsenal but Klopp is unsure whether Baup's departure will help or hinder Marseille.
"It could go either way," he said. "Obviously, there could be the classic scenario after a coach change. It's always better to play against a team before they change their coach than after they change their coach..
"My colleague won't be able to change that much in such a short space of time. I heard about the speech given by the club's president today (Tuesday), (it) seems like he'd been having a bad time watching from the stands, he told the team he wasn't happy with what he'd seen."
The reverse fixture between the sides saw Dortmund run out comfortable 3-0 winners, thanks to a Robert Lewandowski brace and a third from Marco Reus.
However, Klopp, who saw Nuri Sahin and Sven Bender pick up injuries in Saturday's defeat to Bayer Leverkusen, believes Marseille will put up stern resistance on home soil.
"They will fight, really fight. They aren't youur typical 'bottom of the group' side, as they played well in every single game," he added.
"They (are) never, never completely beaten. Not in our stadium, not in their last game against Arsenal and that's why it'll be a tough game.
"The fact that they have changed their coach is the smallest issue here."
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