After a dramatic 7-6 aggregate victory in their semi-final tie against AS Roma, Klopp and his charges have booked a final date against the 12-time European champions in Kyiv this month.
Despite admitting the core of the Los Blancos side are the most experienced squad in the entire competition, he's warned Los Blancos, the Reds will not travel to Ukraine for a silver medal.
"We were in a League Cup final and didn't win it," he told reporters, as quoted by Sky Sports. "People don't tell me in the street since then: 'Thank you for bringing us to the final.'
"We were in the Europa League final too. Nobody tells me thank you. I see no trophies after these games. They don't hang silver medals at Melwood. That's a pity, but that's the game. There's still a job to do.
"You cannot be more experienced in this competition than Real Madrid. I think 80 percent of their team played all these finals. They are four times in the last five years and still together," Klopp added.
"They are experienced, we are not, but we will be really on fire."