The German giant recorded a 2-1 victory over the Gunners at the Emirates a fortnight ago thanks to Robert Lewandowski's late strike.
Klopp is looking forward to another tight match in the Signal Iduna Park return but called upon his men to deliver a great performance to stifle the north Londoners.
"It will be an intensive match with many duels," he said at a press conference. "At this level, neither team can surprise the other.
"Small things make a difference, such as when [Arsenal star Santi] Cazorla hit the bar [at the Emirates]. If Arsenal are stronger tomorrow than home it is because we let them be."
Arsenal is currently in the midst of an eight-month unbeaten run away from home but Klopp is focused on his own's side making history.
"Had we won the last 70 home games, it would be as much history as Arsenal's current away run," he said. "We want to write our own story."