"First of all congratulations to Southampton," Klopp told British media. "They won both legs so they deserve to go to the final but tonight especially I think we could have won and that's why I'm disappointed."
Liverpool had two penalty appeals rejected, the first when the ball struck Long's arm after an overhead kick by Roberto Firmino and Klopp was disappointed that the officials missed it.
"The handball was clear. Long, a clear handball," he added. "Maybe it's not interesting and I don't look for excuses or anything but it's really hard to accept it week by week by week by week. Really hard."
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"Today, the handball was for me obvious. 100 percent obvious."
Klopp admitted that the second appeal for a foul on Divock Origi just before Long's breakaway goal was not a penalty, but said refereeing decisions had cost Liverpool in recent weeks, contributing to their run of one win in seven games in 2017.
"There's been a lot of offside goals against us which shouldn't have been allowed," he added, singling out Liverpool's 1-1 Premier League draw at Manchester United on Jan. 15.
"In one of the biggest games... against Manchester United, (Antonio Valencia) was two or three yards offside but nobody really speaks about it. That's how it is. It doesn't feel good.
"You just have to say after the game, I think okay 'do I have to speak about, it, is it my job to get to a fine about it by talking about it?'"
Daniel Sturridge missed two chances to hand Liverpool the initiative and Klopp was left lamenting the lack of a cutting edge.
"Creating chances against a team like this is really not easy but we did it and then you have to score," he added. "That didn't happen tonight but that's not a problem in general, it's only for tonight."
(Reporting by Simon Jennings in Bengaluru)
