Red Star drew 0-0 with Napoli in their previous home game.
Explaining Shaqiri's non-inclusion in the squad, Klopp told Liverpoolfc.com: "It's a situation where we will go to the fantastic city of Belgrade as a football team to play football".
It simply wasn't good enough, not against any kind of opponent, let alone in a Champions League match away from home.
Milan Pavkov scored in the 22nd and 29th minutes as the Serbian champions earned a first win in their debut appearance in the Champions League group stage.
Red Star are bottom of the group on just one point and have virtually no chance of qualifying for the knockout stages ahead of Liverpool, Napoli or PSG so coach Vladan Milojevic has admitted they are playing for pride this evening.
"Maybe if Shaq would have played they (the crowd) go for him or whatever, I don't know, but I didn't think that far", Klopp added.
Changes were needed and Klopp acted swiftly, bringing on Roberto Firmino and Joe Gomez at half-time for Sturridge and Trent Alexander-Arnold. They were aggressive in the last game as well only then we did better.
The Champions League Group C encounter at the Rajko Mitic Stadium will be Liverpool's 200th in Europe's elite club competition, with 113 of the previous 199 ending in victory for the Reds.
The Reds certainly had more of the ball thereafter, but that was as much due to Red Star being willing to defend their lead as anything else.
It certainly promises to be one to watch as Red Star Belgrade take on Liverpool.
The Reds soon took charge, though their luck in front of goal showed no sign of improving, as a deflected Robertson delivery hit the crossbar and Salah's 72nd-minute effort clipped the outside of the upright.
Last season's runners-up are now top of Group C and one point clear of Napoli at the midway point of the group stage.