The Westphalians hit the post twice while Schalke goalkeeper Manuel Neuer also made a number of crucial saves to earn the visitors a precious clean sheet on Friday night.
"We can live with the point," said Klopp.
"It was not a defeat and it does not feel like a defeat either. We just did not take our chances.
"One of the reasons was Manuel Neuer. We just have to live with it and we can do that.
"It was an intense game and we have not won, but these things happen."
The point extended Dortmund's lead at the top of the table to 12 points, but that will be reduced if Bayer Leverkusen beat Nurnberg on Saturday.
Schalke, meanwhile, remain eight points adrift of the top five, but it could have been worse.
"I don't want to talk about luck because a goalkeeper is part of the game too and Manuel Neuer was amazing," said coach Felix Magath.
"He kept us in the game."