It is understood the former Liverpool and England skipper has jumped straight to the top of the Scottish club’s wish list after talks were launched last week.
The 37-year-old hung up his boots after a 12-month stint with LA Galaxy and has spent the time since cutting his teeth with the Reds’ Under-18s.
Rangers chairman Dave King was spotted at Anfield on Tuesday night as Liverpool took on Roma in their Champions League semi-final - a match where Gerrard was working as a television pundit.
Klopp said: “I am not worried. Whatever he wants to do we will support him in that. There is no decision. I can imagine clubs are interested in signing Stevie, (he has) massive experience as a player so I would think about him signing for a club. We will support him in all directions.”