Barcelona will host Liverpool in the first leg of a highly anticipated Champions League semi-final on Wednesday.
The Blaugrana had gone out at the quarter-final stage of the Champions League in three consecutive seasons before getting past Manchester United in this year's competition.
Messi has made no secret of his desire to add another Champions League trophy to his glittering resume, with his last of four European titles having come in the 2014-15 season.
Klopp has admitted that the Argentine setting his mind to any particular goal is a dangerous thing for an opponent to ponder.
“Messi said before the start of the season that they wanted to bring back this cup – that sounded already like a threat to me!" Klopp said on Tuesday. "Now we are here, we want to go to the final as well.”
Messi has scored 46 goals this season and will pose an obvious risk to Liverpool in the tie, but Klopp has warned his side not to lose track of the 31-year-old's team-mates.
“It is not only about Messi, but it is about Messi of course," Klopp said. "Can we concentrate on Messi? We should, in certain moments.
"But then they have 10 world-class players around who can decide the game. They have the highest quality team, they are already Spanish champions."
Messi and Cristiano Ronaldo have been the world's standout players over the last decade, leading to debates over which is greater and whether either of them is the best player of all time.
Klopp has offered his opinion on the topic saying that although Ronaldo is great, he believes that Messi is the best to ever play the game.
"For me, from the players I've seen, Messi would be the number one, 100 per cent," Klopp said.
"We don't need to say that Cristiano Ronaldo isn't good as well."
Should he win the Champions League this season, Messi would match Ronaldo with five career wins in Europe's premier club competition.