South Korea lost 2-0 to lower-ranked Jordan in Tuesday's semi-final in Doha as their wait for a first Asian title since 1960 goes on.
Tottenham striker Son, 31, cast doubt on his future with South Korea in the immediate aftermath.
But Klinsmann said he had texted Son after they left Qatar and had "no doubt" that he would continue.
"For a player like him, such an exceptional player and totally our captain and leader, it's even more emotional to take the fact that you didn't win the title," said Klinsmann.
"The next goal that he can have with us is the World Cup in America. He will be definitely with us in the future."
Klinsmann faced a grilling from reporters after landing in South Korea from the Asian Cup, where his side failed to fulfill his pre-tournament target of reaching the final.
The German is under severe pressure from fans and media but said he will still be in charge when South Korea face Thailand in World Cup qualifying next month.
"Yes we were disappointed after the game, which is normal, but there are a lot of positives to take out of the tournament for every player, for every coach," he said.
"I'm looking forward to restarting World Cup qualifying."
Klinsmann said that he had spoken to Korea Football Association bosses and would analyze his team's performances with his coaching staff.
He said reaching the semi-finals made it a "successful tournament", but admitted his team fell short against Jordan.
"Historically for teams from East Asia, it's very difficult to play the Arabic nations," he said.
"For them it's a home game, they are highly emotional, they are fighting from the first second on.
"They have that hunger that we maybe in the last game didn't have as much as they had."
Klinsmann also vowed to continue living outside South Korea -- a major bone of contention for his critics.
"I know you criticise it every time you can, but this is the life of a national team coach," he said.