The Reds were handed a boost over the weekend when West Ham fell to a 3-2 defeat at Newcastle, meaning three points at Elland Road will move Liverpool into fourth.
There are seven games to go for the Reds as they look to peg back their rivals and ensure they have Champions League football to play next season.
It is a position they have found themselves in previously and they have grown accustomed to the pressure of holding their nerve for league places and silverware.
And Klopp knows that that experience can prove decisive as the Reds look to push others out of a position that had appeared unreachable before three successive top-flight wins.
“Absolutely important,” Klopp said. “We have kind of seven finals, we will see in the end how many points we will need to really make it happen.
“But I said it before, we should not waste time or points, we really have to go for it. That’s the situation we are in.
“The good thing about it is there are some teams around these spots, they pretty much all have to defend [their position].
“But with the three games we could put a little bit of pressure on them and now we have to carry on with that, and let’s see.”
While as a fan it is easy to look at the bigger picture, it will be all about one game at a time for Klopp and Co. starting with a clash against Leeds which will require a lot of gut running.