Dortmund have found themselves off the pace in the Bundesliga and are currently 17 points behind leaders Bayern Munich in third place.
Klopp's men face Eintracht Frankfurt in the DFB Pokal quarter-finals on Tuesday and he is keen to go all the way in a competition the club last won in 2012.
"We're in the DFB Pokal to win it," the 46-year-old said ahead of the trip to Frankfurt.
"Frankfurt played really good football in the first half of the season without getting results. They're back now though.
"We're prepared to face a really strong Frankfurt team. It's a final for us."
Injuries to key players have hampered Dortmund this season, with the likes of Mats Hummels, Neven Subotic, Ilkay Gundogan and Jakub Blaszczykowski all spending long periods on the sidelines.
Klopp expects to have Marco Reus available, despite replacing him due to injury during the 5-1 win over Werder Bremen on Saturday, while new signing Milos Jojic is unlikely to be involved.
"We have a couple of injuries but we're okay," he added. "I took Marco Reus off as a precaution. I didn't see the injury impeding him – he played on and still created two goals.
"Milos Jojic trained really well on Sunday morning. He looks good and he passes well, but he still needs to get used to our style."