Klopp was in a joyous mood during an interview with BT Sport, ahead of his side's clash against Real Madrid at the Stade de France in Paris on Saturday night.
Liverpool are set to go head-to-head with familiar European rivals, Real Madrid, once again, this time in the French capital.
Klopp's side are hoping to get revenge for the heartbreak suffered against Los Blancos in Kyiv in 2018.
The Reds subsequently lost the match 3-1 after Mohamed Salah left the pitch in tears following an injury from Sergio Ramos.
However, it wasn't all bad as Liverpool followed it up a year later with a 2-0 victory over Tottenham in Madrid to win their sixth trophy.
Liverpool are set to take on Carlo Ancelotti once again, who was in the dugout in Istanbul 17-years ago when Liverpool came back from 3-0 down before edging the clash on a penalty shootout.
The Italian took charge of a star-studded Milan side at the time that included the likes of Kaka, Hernan Crespo, Paolo Maldini and Andriy Shevchenko.
"I am not sure if I watched it fully that night, but of course, 2005 Liverpool won, so yeah big comeback, things like this," Klopp said.
"Since I am here, everybody told me about it, you don't have to ask, you get told these stories without asking.
"Great story being 3-0 down, coming back to 3-3 and winning in the penalty shootout. The chances [Jerzy] Dudek denied against a really strong AC Milan side. Yeah, massive."
"Who was the coach of AC Milan that night?," a mischievous Klopp teased.
"[Carlo] Ancelotti," the interviewer replied.
"Ah, yeah, I know! [Laughs]… Carlo, we are coming!"