Liverpool , who entered the Champions League in the qualifying stage, and two-time reigning champions Madrid will go head-to-head in Kiev on May 26 with the Reds seeking a sixth European crown.
But Sunday's final Premier League fixture at home to Brighton and Hove Albion is at the forefront of Klopp's mind, with a point guaranteeing Liverpool a top-four finish.
"Champions League qualification, so we are in the competition next year, that was the target from the first day," Klopp told reporters.
"If someone said to me before we started that on the last day of the season you will have it in your own hands, I would have said 'okay, I will take that'.
"It would have been possible to have done it a bit earlier but for different reasons. One of the reasons is being in the Champions League itself. We have to play this game and that's absolutely okay. It is a very positive situation.
However, Liverpool manager Klopp knows his team have the chance to etch their names in history against Madrid in a fortnight.
"I cannot think at the moment about the Champions League final. I have to think about this game and winning this game and making sure we play Champions League next year and then we have two weeks to prepare for the other game.
"To be remembered in 500 years then we have to win the other game for sure."