Usually this is caused by a level difference between the end of the loop and start of the loop. The "brute force" answer is to add a very short (7 ms or so) fade in using slow in, and fade out using fast out.
Another reason could be setting the clip beginning and end to snap to zero audio crossings, but the loop markers are different. Zoom in really closely to find out. I always disable snap to zero crossings in preferences and rely on fades instead, as I find them more effective. Any kind of disparity between the clip start and end and the loop marker positions can cause a click.
However, I have noticed lately that some loops - not all - will click (albeit at low levels) even if there is a fade. I have finally been able to reproduce it and am sending the project to Noel to see if there's any kind of issue.