The Reds kicked off the new year with a dominant display against Chris Wilder's side, with Mohamed Salah and Sadio Mane scoring in either half to seal all three points.
The Reds boss was delighted with his side for their showing, insisting the way they controlled the game was "exceptional."
“It's obviously good [to go unbeaten for a year] but the target tonight was not to extend this, but to win the game,” Klopp said.
“The best thing you can say when you play against Sheffield United is to keep the game not spectacular. We controlled the game.
“We played around their formation, played behind, in-between, broke the lines and had counter-attacks. All the things we want to have. The boys played sensationally.
“You saw these glimpses in the game where we were a bit sloppy. They wanted two or three situations in which they could score in.
“We needed that concentration and that was incredibly tough but the boys did so well. Nothing ends. We have to make sure we are ready again.
“I am really happy and really proud of the boys. We should not take things like this for granted.
“The way we controlled Sheffield United tonight was exceptional. In possession we were incredible, we were calm but lively as well. The goals we scored were exceptional.”
They will be without Naby Keita, who suffered a groin injury in the warm-up ahead of the Reds' win over Sheffield United.