The Bundesliga giant faces the Blancos at the Bernabeu knowing a 4-1 aggregate lead makes the team an overwhelming favorite to progress to the final in May.
However, with Mourinho's men having an away goal, Klopp admits the outcome could depend on how he fares tactically.
"Real Madrid believe they can turn around the tie tomorrow and they will act accordingly. Their fans weren't happy with the first leg, and the team will have to set an example from the first second," the coach told reporters.
"We know about our qualities and we gave Madrid a lot of problems in the last three games against them. It won't be a solely defense-based game tomorrow, nor will it be an offense-focused one. Balance is key."
Despite preliminary reports suggesting Lukasz Piszczek could miss Tuesday's second leg through injury, the 45-year-old revealed the defender could still recover in time to face Madrid.
"I'm not sure if Lukasz will play, yesterday he did a little bit of running, but we will see tomorrow," he said.