The Reds last lifted the trophy 13 years ago and have not competed in the final since 2007, whereas their opponents are seeking a third successive triumph and a fourth in five seasons.
Despite admitting that Madrid will be the more confident of the two teams, though, Klopp hopes that he can get the better of Zinedine Zidane - a man he has been hugely impressed by - in terms of their tactical battle to level the playing field.
"Experience is very important and I'm pretty sure that in the seconds before the game Real will be more confident than we are," he told reporters at his pre-match presser. "But it's not a problem because the game doesn't end in that second, it only starts.
"We have had two weeks to prepare and everything is clear. We've analysed Real Madrid playing against different teams and thought, 'wow they are really strong', but they have never played us.
"We are Liverpool. Not only are we a really good football team, it's in the club's DNA to go for the big things. Nobody expected us to be here but we are because we are Liverpool. We had the most exceptional run to the final with the most goals.
"The experience they have is a big advantage, 100%, but in the game it doesn't help all the time. We have to make it as difficult as possible for them. We cannot try to fight on their level but tactics in football are there to bring a better opponent to your level. When they're on your level you can beat them."
Liverpool's five European Cups makes them Britain's most successful side on the continent.