Salah, 25, has been in a superb form for his club this campaign scoring 43 goals and assisting 15 in all competitions.
"I want to understand whether this is an absolute freak", Neville told Sky Sports, via Goal.
Tottenham and England striker Harry Kane was in third place.
Salah and Manchester City's Kevin De Bruyne had been frontrunners for the award but the Egyptian has pipped him by less than 20 votes.
"Sadio did not play but he will be fine for Wednesday", said Klopp immediately after the goalless draw with the Potters at Anfield.
The 25-year-old, who was last month crowned the players´ player of the year, becomes the first African victor of the FWA accolade, which has been awarded since 1948.
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Salah adds the individual gong to the Professional Footballers' Association's (PFA) Players' Player of the Year award, having also beaten De Bruyne to that one. "He came from Chelsea and had a good season in Florence [on loan at Fiorentina]".
Salah will be presented with the 2018 FWA Footballer of the Year trophy at The Landmark London on May 10.
Jurgen Klopp has hinted that Liverpool star Mo Salah's offensive production is down to him being required less defensively.
"Throughout my career, I have faced the best forward players in the world - many of them who are considered among the greatest ever".
Liverpool fans have known about Salah since the start of the season - he scored in their opening Premier League match, his first for the club.
The other players to receive votes were Sergio Aguero, Christian Eriksen, Roberto Firmino, David Silva, Raheem Sterling, Jan Vertonghen and Nick Pope.