The Reds hold a 2-0 lead from last week’s first leg as they look to book their third final in five seasons, but Klopp has warned his players they must prepare themselves for a difficult night at El Madrigal.
“With all these things during the season, obviously with the situation we are in, we must have done something right, that is clear,” said the German, whose side have lost only three times in all competitions this term and, since the turn of the year, have been behind for only 69 minutes in total.
“But the problem in our job is everything’s perfect until the next game starts on the wrong foot and all of a sudden the game gets a different dynamic.
“It is good to know – and it is more a feeling inside, not that we are flying constantly and high-fiving here and there – we are in a good moment.
“But my only concern is what we do [on Tuesday] night and we have to be ready to suffer but not going 1-0 down or whatever – that can happen in football matches – but giving the game the right direction.
“Let’s think they have the first shot on target, crowd goes up, each challenge, crowd goes up and that is how it is.
“A good example was Newcastle; the crowd was obviously very passionate but we did not let it happen, which was the biggest quality of this game.
“It was not a show of football brilliance or whatever. We had our moments and of course could have scored more goals. But how clear-cut the performance was – that was incredible and that is what we have to be.
“Yes, emotional. Yes, ready to play the best game ever, but knowing it will just not happen in all moments.
“Suffering doesn’t mean you suffer for long, it means you suffer and then react.”
Liverpool have been in this position twice before under Klopp, progressing on both occasions before losing the 2018 final to Real Madrid and winning a sixth European Cup against Tottenham the following year.
That experience, particularly in 2019, may help in some way but the Reds boss pointed out the situation is completely different.
“It is not the only year with going for the Champions League final but in general our last periods of the season most of the time are pretty intense because the Premier League is difficult,” he added.
“It helps we know, for us historically and physically, we are in the best possible place.
“What we learned in that time was you cannot win 10 games, you can win one game and then the next one – but only if you are 100 percent focused on the first.”
Having experienced players who have been there and done it will, however, help.
“Maturity and experience are very important but not the most decisive things,” Klopp said. “You can be old and know everything about football but cannot play anymore.
“Everything we are is required. We have to be ready to play a top game because they will go for us.
“They will try to play much more football than we allowed them in the first game.”