Jupp Heynckes' men appear to be cruising to the title, sitting 17 points clear of the defending champions after losing just once in 23 league outings.
Bayern also knocked Dortmund out of the DFB-Pokal on Wednesday as Arjen Robben's goal fired them to a 1-0 win in the quarter-finals.
Klopp said the gap in the Bundesliga was similar to many leagues around Europe, but wants his team to make Bayern work for the title in the final 11 matches of the campaign.
"We'd never questioned the balance of power in German football. We'd only played football in the past. We'll carry on with that," he said.
"Until now, we haven't succeeded in keeping the gap within reach. It's an extraordinarily large margin, but that's similar to many European leagues.
"I don't know if in Italy the people think that the power relation in Italian football is cleared, only because Juve is far at the top of the league. Or Manchester United for example.
"I believe that the only tight league is the French. And in France everybody is working on that, it won't get as tight as this year.
"At the moment it's like money makes the world go around. We will try to keep making things very uncomfortable for them – more uncomfortable than yesterday."
Klopp's men have a chance to cut the gap to 14 points when they face Hannover on Saturday before Bayern play a day later.
The 45-year-old said Dortmund deserved to lose in the cup but wants them to move on and focus on Hannover.
"It was a deserved loss. We did some things OK, but some things were not – many things that we could improve," Klopp said.
"But the match is over, so the competition will start in the next year. Now we have to focus on Hannover.
"To be honest, it's not difficult. That's the only thing we have to be concerned about."