The 46-year-old was a relieved man after watching his side scrape through to the knockout stages of Europe by the skin of their teeth
Back in April, BVB scored two stoppage-time goals to defeat the Andalusians on home soil and reach the semi-finals of the Champions League.
They also left it late at the Stade Velodrome on Wednesday, with Kevin Grosskreutz's 87th-minute strike sending them into the knockout stages.
When asked by Sky Deutschland if the result was reminiscent of the Malaga game, Klopp replied: "Yes, totally.
"It would have been a bit cooler at home. We did lots of things right and yet were almost out. We created many, many chances and could not convert them.
"At the end it had to be a strange shot from Grosskreutz. This feels super! We have many problems, we fought hard and was an intense match."
BVB missed an extraordinary number of chances throughout the match but the 46-year-old says he always remained patient.
"We had so many chances. The guys gave it their all and were toally focused. You don't scream at them, you just tell them quietly what they need to improve."
Club captain Sebastian Kehl has already claimed that the team will celebrate with a beer at the hotel and Klopp has insisted that his side will not be excessive.
"There will be happy hour at the hotel," he added. "Don't get me wrong, they won't get drunk. But they don't have to pay."