Thiago limped off shortly before half-time after appearing to pull a muscle during Liverpool’s 3-1 win over Wolves.
Liverpool will travel to Paris in the week ahead of Saturday’s Final against Real Madrid.
“I think he’ll be out of the final but I don’t know. He’s limping, so it’s maybe not the best sign,” Klopp told Sky Sports.
Liverpool already have doubts over the fitness of defensive midfielder Fabinho, who suffered a muscle problem against Aston Villa on May 10 and missed the club’s FA Cup triumph on penalties over Chelsea the following week.
The Champions League final in Paris on May 28 is a rematch of the 2018 showpiece in Kiev which Real Madrid won 3-1 after Liverpool’s Mohamed Salah was injured early on.
At least the Egyptian looked to have shaken off a knock in the win over Wolves by coming on and scoring their second goal to finish as joint-top Premier League scorer this season.
Additional reporting by Reuters