With the League Cup already in the bag, the Reds are seeking three more trophies before the end of May.
It would be unprecedented for any side to clinch all four, and Klopp and his players are remaining realistic in their chances of doing so.
Speaking to This Is Anfield after the Liverpool Legends charity game against Barcelona, then, a host of key figures from the club’s past were asked the question: if you had to pick one, which would it be?
Patrik Berger – Premier League
“I would go for the Premier League.
“In order to win it, you really have to be good all year round.
Jamie Carragher – Champions League
“I’m always a Champions League man.
“I think that is the trophy that separates you from everything and I think that’s what is synonymous with this club, the fact we’ve won six European Cups.
“A couple of years ago I wanted to win the league more than anything, because the club hadn’t won the Premier League, but obviously we got our hands on that.
“It’s a toss-up, but I’d always go for the Champions League.”
Jose Enrique – Premier League
“Because the fans didn’t have the chance – and myself and the players – to celebrate it [together] when they won it.
“So it would be nice to celebrate both of them with the fans, 100 percent.”
Luis Garcia – Both!
“No, I’m going to go for both of them!
“That’s the mentality of all the [top] teams, I think Liverpool need to go for both of them.
“If they can take both? Fantastic. One of them? Fantastic as well. But you cannot put one on the side.”