The Germans take a 4-1 first-leg lead to the Santiago Bernabeu and are just one match away from reaching the competition final at Wembley.
While the Bundesliga outfit possess a three-goal advantage heading into the return leg, Klopp denied that his side will sit back against the La Liga champions.
"Real Madrid can pose us trouble, we know that," Klopp told ESPN. "But we also have great potential, attacking potential. We proved that in the first leg. We'll see whether we need it but it is clear we have the necessary strength.
"The important thing is balance in football, between defence and forward. When we attack, we all attack when we defend, we all defend. I don't have any problem with that. That plan is applicable to all matches.
"We know we are not a normal semi-finalist and will behave accordingly. It is great to reach the semi-final already and we will act with humility."
The two sides meet at the Santiago Bernabeu on Tuesday night.