The coach, who has guided BVB to an unbeaten start to the Bundesliga season, stressed his opponent's quality ahead of their DFB Pokal clash.
The Schwarzgelben drew 1-1 with Nurnberg on Saturday to continue their unbeaten streak in the Bundesliga, though it was the first time that they have dropped points this campaign and the second successive game that they did not win following their defeat to Napoli in the Champions League on Wednesday.
Klopp is wary of the danger that 1860 Munich poses but acknowledged that it would be foolish to consider Dortmund as anything other than the favorite ahead of the clash.
"It will be an unpleasant task," Klopp told the BVB official website. "1860 Munich are a good team and want to get out of the second division. However, we assume the role of being favorites going into the game against the weighty, but at the same time charming, bunch."
The likes of Marco Reus and Marcel Schmelzer are not expected to be fit to feature in Tuesday's tie.