The Armenian floundered in Europe and felt BVB's Champions League exit was his fault, but his goal and all round performance at the weekend suggest he's put that night behind him
The midfielder suffered a dreadful night in front of goal as BVB were knocked out of the Champions League by Real Madrid last week.
However, after several days of soul searching the former Shakhtar Donetsk star opened the scoring in the 3-0 win over Bayern Munich on Saturday, with Klopp satisfied he is back to his normal self.
He said: “He felt like it was all his fault, which of course is nonsense and that's what we told him.
"You have to take risks otherwise you don't do enough [on the pitch]. If you make mistakes you have to learn how to deal with them.
"That's something [Mkhitaryan is] able to do, of course, but this particular mistake was of great importance for him to deal with.
"He took it very seriously, which is something we all do. His reaction in Munich obviously was fantastic."
The DFB Pokal is the club's last chance of silverware this season and Klopp spoke of the need for diligence as his players go in search of a glorious end to a disappointing campaign.
"Self-confidence is good, but self-confidence alone won't be enough against Wolfsburg," he said.
“That's why I'm so glad about the will to do their best my team has shown recently. That will be the most important thing against Wolfsburg: to work hard.
“Wolfsburg will give their best because they've been waiting for a trophy since 2009. and they're having a great season. Two very self-confident teams will clash on Tuesday.”