Colombian President Gustavo Petro said late on Saturday that Diaz's mother had been rescued after they were kidnapped in northern Colombia, but officials were still searching for his missing father.
"We had to obviously make a late change because of the private situation involving Luis Diaz," Klopp said ahead of Sunday's game at Anfield.
"It's a worrying situation for all of us and it was a pretty tough night. I have never had that before, it's a new experience I never needed."
Earlier, Liverpool issued a statement saying they were aware of the situation involving Diaz's family and were focusing on the player's welfare.
Diaz, who has played 43 times for Colombia, was signed by Liverpool in January last year in a deal reported to be worth 45 million euros. He has scored three times for Liverpool in all competitions this season.
