The Premier League side overturned a 3-0 deficit from the semi-final first leg with a 4-0 win on an emotional night at Anfield on Tuesday.
Two goals each from Divock Origi and Gini Wijnaldum set up a second consecutive European final for Klopp's side.
Speaking at a press conference on Friday, Klopp said: "Tuesday for sure was one of the best moments in football history, not just for Liverpool."
Spurs secured their own spot in the final in memorable style, with Lucas Moura scoring a last-minute winner after they had gone 3-0 down on aggregate against Ajax.
“Maybe people expected Manchester City vs Barcelona in the final [of the Champions League]," added Klopp.
“You would maybe have put money on one English team being involved.
“I don’t think it will happen a lot of times [having four English teams in the two European finals].
“The big English teams want to stay with all they have in Europe.”
An English club will win the Champions League for the first time since Chelsea's victorious campaign in 2011-12 while Spain's five-year dominance of the competition will come to an end.
Speaking about the busy end to the season, Klopp said: “We’ve had much more days off than I have ever given in my life as a manager.
“A lot more than I would have usually given because of the intensity.
“The Champions League game didn’t make it more intense. We had to play it anyway.
“I can sleep very well and pretty early if possible. The only problem is other guys in my age group know we wake up pretty early and in the night three times as well!"