Klopp’s Liverpool side impressively reached the Europa League final in the German’s first season at the club, back in 2016.
They looked on course to secure the cup ahead of Sevilla, when Daniel Sturridge's stunning strike with the outside of his left foot gave them the lead at half-time.
The Reds conceded an equaliser 17 seconds into the second half when Kevin Gameiro turned in Mariano Ferreira's cross. A stunned Liverpool never recovered as Coke's 64th-minute strike put the Spanish side ahead.
The right-back soon thereafter added a third from close range as Liverpool slumped to their second final defeat of the season after losing to Manchester City in the Capital One Cup.
However, Klopp says the Reds have been able to prepare for this final in a better way, meaning they are in an improved position fitness-wise to face Real Madrid next Saturday, after returning from a four-day training camp in Marbella.
“We were unlucky in that final,” Klopp said.
“We didn’t score in the first half often enough and we didn’t get a penalty.
“But in the second half, our legs were done. This time the legs will be fine.
“After two weeks, the legs will be fine. That's a massive thing having two weeks to prepare for this game.”
Liverpool are the top scorers in the Champions League this season, having scored 46 goals on their journey to the final, and Klopp says he is willing to stick by his attacking approach against in Kiev.
“If I was to ask the boys 'what do you want to do in this game?' They would say 'what we always did'. I am pretty sure that would be the answer,” Klopp said.
“In football you always have to try to create a plan to deny the qualities of an opponent, but you also have to bring through your own qualities.
“If we would only think about trying to deny their qualities that would be quite difficult.
“It's not that we go there, run like crazy and have no clue how to defend, it won't be like that. But we will play our football and hopefully at the highest level.”
Real, who have been crowned champions of Europe a record 12 times in their history, go in to the final as the favourites having won the competition twice in the last two seasons.
However, the Liverpool boss says although the current holders’ experience means “they could write the f***ing script for the final”, he has no issue with being the underdog in Kiev.
“There have been three dominant clubs in the last few years - Madrid, Barcelona, Bayern,” he said.
“We face one of them in the final so who should be the favourite? I have no problem with the situation. It’s not that I want to be the underdog, I don’t feel like an underdog.
“But, yes, they are favourites, they know everything, they could write the f***ing script for the final because they have experienced it four times in the last five years.
“We can’t but no problem with that. We want to play and win a football game.
“In the end it will be a test: what's bigger the desire to win a third one in a row or the desire to win the first one for some years?
“Real have almost exactly the same line up from winning it before. A lot of their players won the last two finals and that's really rare.
“This has been the Real Madrid Champions League generation. They will want to do it again. It would be big 100%. If we did it, it would be big too.”
The Reds will be looking to add a sixth European Cup to their trophy cabinet, as they hope to end a 13-year wait for Champions League glory.