The Ligue 1 giants are on the verge signing the Brazil ace from Barcelona on a world record £198m deal.
But Liverpool boss Klopp believes FFP has been made redundant if such deals are allowed to go through.
He said: “There are clubs that can pay fees like that – Manchester City and PSG.
“Everybody knows that. I thought Financial Fair Play was introduced so situations like this could not happen but it seems to be more of a suggestion than a real rule.
“I don't understand how it happens but I hope this is not the next step. I hope it will stay the exception but you never know.”
Klopp was speaking after Liverpool’s penalty shootout to Atletico Madrid after a 1-1 draw in the Audi Cup on Wednesday night.
“We wanted to win the penalty shoot-out but that is not the important situation today,” he added.
“The boys played very well and did very good in their preparations.
“They could not have had a more difficult test than against Atletico Madrid who are a team that just gets results, results, results. It was not easy.”
