With everything riding on this evening's contest, Klopp has declared that his emerging side will give their all to qualify and continue their "wonderful story" in Europe this season.
He told reporters at a pre-match press conference: "I told the lads today at training that we heard far too many negative comments about the first-leg result. I have no idea how anyone can think you win in Malaga just like that. Everything that has happened so far in this campaign, the first leg included, has been extremely positive. But that does not guarantee anything.
"We want to continue to write this wonderful story that the Champions League is for us. We are still keen to go on in this competition. Everyone is really looking forward to this. There are two extreme ways of approaching a game like this. Either you feel only the pressure or you feel only the sense of opportunity. The latter has served us well so far.
"It is possible that tomorrow will be our last big night for a while, so why not go out there and give everything there is? That said, everyone wants to be 5-0 up after 12 minutes and ease through; I doubt Málaga will do us that favour. So we need patience. If you want to reach the semis, you have to endure difficult moments and we have done that so far."
BVB warmed up for the match by making several changes to their side against Augsburg in the Bundesliga last weekend, but still came from 2-1 down to win their Bundesliga clash 4-2 thanks to late goals from Neven Subotic and Robert Lewandowski.