The Bavarians are through to Saturday's showpiece and will face Raja Casablanca, who are only involved in the competition as a representative of host nation Morocco.
And asked whether he would be happy to see Pep Guardiola's men lift the trophy, Klopp insisted he would not be donning a Bayern shirt for the occasion.
"Well, if we are honest, if Bayern wins, I would really like it," he joked. "But its not that I'm sitting in front of the TV on Saturday evening and wearing Bayern things.
"I have seen the game against the Chinese team (Guangzhou Evergrande). Okay, but they won another title (the AFC Champions League).
"But now you're facing Casablanca. If Humphrey Bogart doesn't play - that's the last time I heard about Casablanca.
"Maybe some day it (the competition) will be of a higher value."
Dortmund welcome Hertha Berlin to Signal Iduna Park on Saturday and Klopp revealed that he has fresh concerns in relation to Sebastian Kehl and Jakub Blaszczykowski, who were forced to withdraw from training on Thursday.
"Marcel Schmelzer was able to train properly without any problems, the full week," he added.
"Ilkay Gundogan could do a lot as well alone and with the team. He is not at 100 per cent yet, but it's positive news.
"Sven Bender isn't training yet, so he is a strong doubt for Saturday. Other than that Sebastian Kehl and Jakoub Blaszczykowski stopped training. I'm not sure if it was injury or just something harmless. Both will rest for today."