Since his domestic double at Borussia Dortmund in 2012, Klopp has been the runner-up in two Champions Leagues, the Europa League, the League Cup and two DFB-Pokals, meaning the Liverpool manager's last six finals have ended in defeat,
His counterpart, Mauricio Pochettino, nonetheless hailed Klopp for his success in getting to so many finals and the German himself is not concerned about that record ahead of the showdown with Tottenham in Madrid on Saturday.
"If I would be the reason for losing six finals in a row, then everybody needs to worry really," Klopp said at a press conference on the eve of the all-Premier League showdown.
"So if that's not the case then we always have to have a chance and that's how we see it actually,
"Since 2012, apart from 2017, I was with my team every year in the final. So we came there sometimes with luck in some moments, but most of the time because we had to go there, so I am probably in the moment world-record holder in the last seven years at least in winning semi-finals."
While an impressive accomplishment to make so many finals, Klopp noted that if he were a different person, he might get down on himself as the primary reason his teams have been unable to get over that finals hurdle.
"I'm a normal human being, so if I would sit in the room and think it's all about me, I'm the reason, if I would see myself as a 'loser' or whatever, then we all would have a problem, but I don't see it like this."
He added: "I think there can be moments that are lucky and unlucky and in the few finals I was part of we were never on the lucky side, it's true, but I cannot change that."
Liverpool will be looking to claim their sixth European Cup/Champions League crown which give them sole possession of the third-most titles in the competition's history, behind Real Madrid (13) and AC Milan (7).