The Dortmund star is still in shock about the defeat to Liverpool in the Europa League, which saw his side go 3-1 up before losing the game 4-3.
However, Aubameyang has heaped praise upon his former boss and believes the German can lead the English club all the way in the competition.
When asked about the game, Aubameyang said: "That's bad, that's very bad."
"Look, it was a very nice game I think for the people because we play there and it was an unbelievable game because we were winning 2-0, and then 3-1, and then they came back like "wow I can't believe it".
"Even until now I can't believe it because it's unbelievable but we knew that Liverpool can do this.
"We were like this (holds up a tiny gap between his finger and thumb) away from the semi-final but sometimes football is like this.
"For sure I think Jurgen Klopp was a factor. When we played here in Dortmund everybody was speaking about him after that [and] I think because he knew us... I think normally if we do more pressing it would be good
"They [Liverpool] have something special and I think Jurgen Klopp brings this energy. They can win every time - also when they lose, they can come back and they have something special. I think. That's why I say they can win the Europa league for sure.'