Los Blancos hold a 3-0 aggregate lead going to Tuesday's meeting between the two sides at Signal Iduna Park but the BVB boss says his troops will battle right until the end
Last season's runners-up look all but certain to bow out at the quarter-final stage this time around, after suffering a crushing 3-0 first-leg defeat at the Santiago Bernabeu last week.
However, while Klopp concedes that Dortmund are staring elimination in the face ahead of Tuesday's return clash at Signal Iduna Park, he says his men will fight right until the end.
"Last year, we 'went out' in the final," the BVB boss told reporters at his pre-game press conference. "This year it looks like the quarter-finals. But it is not over yet.
"Real Madrid are one of the favourites to win the Champions League but we want to defend better and use our chances better than in Madrid.
"I do believe my team showed 'cojones' in the first leg. We made mistakes in defence but we gave them a game.
"We are specialists for the second half and this is the second half of the quarter-final. We want to win it."