The 45-year-old has told his team to play their normal game ahead of their European meeting with the reigning Liga champions
BVB defeated Jose Mourinho's men 2-1 in the group stage, before drawing 2-2 in the return leg at the Santiago Bernabeu.
And despite Madrid enjoying an improvement in form since the turn of the year, Klopp does not intend on adopting a different tactical approach going into the match.
"Real Madrid will not make us change our style of play," the former Mainz boss told Marca, adding: "We shall be going out there to enjoy ourselves.
"We have the memory of what happened in the first stage, but things have changed since then. Real Madrid looks to be stronger to me now.
"I don't try to copy anybody, I'm Klopp. I'm at a great club, I have fantastic players and a fantastic coaching team.
The 45-year-old feels his team are considered the underdogs out of the remaining four sides left in the competition, but is hopeful they can replicate Chelsea's success last season.
"In these semi-finals there are three favourites - Real Madrid, Barcelona and Bayern Munich. Just like last year. We are the fourth team in this semi-final, like Chelsea last season. And who won? Chelsea. I rest my case.
"For us, to win the Champions League would be fabulous, something incredible, something historic. That's the way I try to motivate the boys."