Henderson was replaced by Joe Allen at half-time on Thursday night, and left the Westfalenstadion on crutches as he awaits a scan on his knee.
The midfielder has struggled with niggling injuries throughout 2015/16 – a disappointing campaign that has seen him break his foot and travel to the USA for specialist treatment for a heel problem.
Increasing in confidence after a successful international break with England, this is another setback for Henderson, with Klopp expressing his frustration after the draw with Dortmund.
“It’s a disappointment with Hendo, it’s a knee injury – not too good, so that’s bad news,” he told BT Sport during his post-match interview.
During his post-match press conference, the 48-year-old elaborated further, saying “it doesn’t look too good.”
“It’s really frustrating because each team in the world needs a little bit of luck and again it looks we don’t have [this]. It’s a knee issue in this moment,” he explained.
“Until we have the scan we hope for everything, but it doesn’t look too good.
“I don’t want to speculate [on what it is] because what can I say until we have the scan? It is not a small thing, I think.
“That’s what we can say. We have to wait for the result of the scan.”
This is a major blow for both Henderson and his manager, as the 2015/16 campaign draws to a close over the coming months.
Klopp will now be forced to negotiate not only Henderson’s potential absence, but also Emre Can‘s two-match Premier League ban, with the German set to miss the Reds’ clashes with Stoke City and Bournemouth.
For Henderson, this could damage his chances of joining up with Roy Hodgson’s England squad for the summer’s European Championship in France.
When fit, Henderson is a regular starter within Hodgson’s midfield, but with Arsenal‘s Jack Wilshere returning to full training at the beginning of April, any injury to the Liverpool captain could see him miss out.
Klopp and Henderson will await the results of a scan on Friday afternoon, but the outlook does not look good for the 25-year-old.