Spurs are widely perceived to be underdogs for Saturday's clash, with Liverpool having finished 26 points better off in the Premier League.
Mauricio Pochettino has led Tottenham to their first European Cup/Champions League final while Liverpool are bidding for their sixth crown, although they have not won any silverware under Klopp.
The second all-English European final of the season will be played in Madrid and Klopp does not feel either side should be considered the favourites.
"If I thought Tottenham had an advantage I would be mad," Klopp told a news conference on Friday.
"I know people say we are the favourites because we have more points in the league.
"But if you saw our games against Tottenham this season, it was only 2-1. There's no advantage before the game.”
Last year's final in Kiev saw Liverpool lose to Real Madrid, with Loris Karius making two poor errors and Mohamed Salah being substituted with a shoulder injury after a clash with Sergio Ramos.
Klopp himself also has a poor record in finals, suffering defeats in his last six spanning his time on Merseyside and at previous club Borussia Dortmund.
"All the circumstances were different [in the finals I've been in], the teams were different," Klopp added. "If I were the reason for losing six finals then everyone needs to worry. Last year was a world-class goal [by Gareth Bale] and two strange goals we normally don’t concede.
"We're a year older. Players like Trent [Alexander-Arnold] have 50 more games in their legs. The boys performed in the final [last year]. It was not like we didn't have many chances.
"Last year we surprised ourselves a little that we were in the final. We were not as consistent as we are now.
"We have two proper football teams in the final. I respect a lot what Poch did.
"He had a very talented group when he came here. How they have improved has been really impressive. It's a real football final – both have to deal with that."