Striker Daniel Sturridge appeared nonplussed when passed the details on the note in the second half at St Mary's, with other Liverpool players also bemused by Klopp's switch.
Former Borussia Dortmund manager Klopp revealed he had altered Liverpool's tactics to 3-5-2, and admitted failing to get the message across to his players quickly enough.
"It was just a new system, however you want to call it, 3-5-2," said Klopp. "Two wingers, two strikers, that's all. No more information, but it was enough.
"Seven or eight could see it but Roberto (Firmino) needed a bit longer. So things like this happen."
Despite the loss, Klopp insisted Liverpool will strike back against Southampton in the second leg despite being well below their best in the opening salvo of the semi-final in which Nathan Redmond's cool first half finish gave the Saints a 1-0 victory at St Mary's.
Redmond missed two more good chances as the home side wasted the opportunity to take complete control of the tie.
"The performance doesn't feel too good, that's how it is. But for the final everything is open," Klopp said.
"At this moment there's two disappointed managers after the game, one because he lost, the other because he won 1-0 and has to go to Anfield, and that's how it is.
- 'Strike back'-
================
"We will strike back, we will be a different team, different side -- everything will be different at Anfield.
"Losing 1-0 is the third-best result you can get. I don't like it too much, but it's still possible."
Liverpool take on Manchester United at Old Trafford in the Premier League on Sunday and Klopp demanded an immediate improvement from his side, who have failed to win their last three matches in all competitions.
"I'm not used to a reaction like this from my boys but we have to accept that tonight it was not good," he said.
Southampton boss Claude Puel admitted his side should probably have secured a greater winning margin.
But the Frenchman is confident Saints can still progress to their first League Cup final since 1979.
"It's a little frustration that this win was just 1-0," Puel said. "With just a little more luck we could have been further ahead. "But I think it was important to keep this result with a clean sheet, with a win, and to sustain our chances of qualifying for the final.
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