The Armenian international was signed by the German in 2013 when he made the move from Shakhtar Donetsk to Borussia Dortmund.
Now at rival clubs in the Premier League, the 28-year-old is finally beginning to show his true value in England after a slow start to life at Old Trafford.
It was a similar case when he made the move to the Bundesliga, struggling to adapt to a new league and a new system.
He told the BBC: “I am thankful to Klopp. He worked on my personality and the psychological part.
“At Dortmund, I was very stressed after a few games when we were playing really bad. Klopp showed me the way.
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“He supported me and told me I had to keep my head up because good things were coming. He helped me to become a player.”
Mkhitaryan spent three seasons at the Signal Iduna Park where he scored 41 goals in 141 appearances, before sealing a switch last summer to the Red Devils for £26.3million.
The United man has now settled into life at Manchester, and can see similarities between Klopp and Jose Mourinho.
He said: “They are both very friendly and very good at their jobs but the way they work is different.