The Reds boss heads to Wembley for the FA Cup final against Chelsea on Saturday aiming to land their second piece of silverware this season, with a Champions League final reunion with Real Madrid still to come at the end of the month.
An unprecedented quadruple looks increasingly unlikely with Manchester City holding the upper hand in the Premier League, but three cups in one campaign would still represent a huge success and would match the trio of major trophies (excluding the UEFA Super Cup and Club World Cup) Klopp won in his previous six years at the club.
Throughout his career the 54-year-old has always found himself competing against a greater power Bayern in the Bundesliga as Borussia Dortmund manager and now City but has still found a way to win.
And although things look to have got even more difficult with Pep Guardiolas side signing striker Erling Haaland from Dortmund for next season, Klopp relishes the challenge.
Which club should I go to to have a different situation? Tell me, said the German, who said he had turned down a number of approaches from Bayern, including while he was at Liverpool.
The only thing I could do is ask Pep if he is sick of all that winning and I take over at City. Is that the idea? That wouldnt work, I dont want to do it.
I could have gone to Bayern a few times, I could have won more titles in my life, pretty sure I would say a good chance at least.
I didnt do it. I had a contract here and I never did it. Thats completely fine. The world is not full of winners, the world is full of triers.
And I try and sometimes I win with some other people together. I am happy with that.
If we are all only happy when we are really winning, in the end, when your race finishes, what life would that be?
The squad Klopp has assembled is arguably the greatest in the clubs long history but, for all their quality, they could still end up with just the Carabao Cup for their efforts at the end of the season.
While that would be a massive disappointment the Liverpool manager said fans should cherish the memories which have been created, win or lose.
When I say enjoy the journey I mean it as there have been so many great moments already, he added.
If we stop [winning] now its not great, as we didnt win the FA Cup final and didnt win the Champions League final and came second in the Premier League
Forget that and just say wow, that was a ride. We only cause ourselves problems as human beings dont come home without a quadruple, for example you will never be happy.
If that is the only way to satisfy you that is really difficult.
This club went through incredibly tough periods and always hit back and if people cant appreciate the time we are in or the team they have I would really feel for them because its fantastic what the boys do.
We are three points away [from City] and seven goals. We will try [to win the Premier League].
We cannot do more and I can enjoy that if people cant I cannot change that.
Klopp insists he is no way jealous of the resources available to City which have allowed them to sign one of Europes hottest young prospects in a deal, wages included, which is expected to cost them 300 million over the course of 21-year-old Haalands contract.
It is not what other teams are doing and its like gah, they signed him. I never thought that to be honest, he said.
When they took a player from me and put him there, in Germany quite frequently, it gives them 20 percent and us minus 20 and thats not cool but as long as they dont pick from us Im fine.