But a disappointing domestic season that saw them finish in seventh place triggered his decision to leave, much to the disappointment of club bosses and fans.
"What I want is to drive one more time around Borsig square (in a victory parade)," Klopp had said after Dortmund eliminated holders Bayern Munich on penalties in the semi-final.
With his team having improved since the winter break and rescuing a Europa League spot for next season with a thrilling comeback from last place in February, Dortmund are brimming with confidence.
The contract extension with central defender Neven Subotic on Wednesday was another good news for the team, eager to maintain its core of players despite the departure of Klopp and very likely Ilkay Guendogan and the retirement of captain Sebastian Kehl.
"We still have something left to do," Klopp told Dortmund fans in a video message. "We have a big final and we will maybe see each other in the (Dortmund) city centre on Sunday."
"To crown this amazing time with a such a moment would only be fair," said the coach, who is courted by almost every major European club.
It will, however, not be a walk in the park for Dortmund with Wolfsburg having finished the season in second place and looking for their first silverware since clinching the Bundesliga title in 2009.
The Wolves beat Dortmund 2-1 in the league less than two weeks ago but their overall sluggish finish to an otherwise superb season with only two wins in their last six league games showed they were reaching their limit.
"We played the most games from any Bundesliga club," said defender Timm Klose. "Obviously that takes a lot out of you."
"People will say that because we are second we should be the favourites but don't forget that Dortmund played a great second half of the season. At the start of the year they were last and finished seventh. That shows their quality."
Coach Dieter Hecking will have to wait and see whether defenders Naldo and Marcel Schaefer will be fit for the game.
"I still cannot say anything about them. It is unclear whether they will be able to play," Hecking said on Wednesday as Wolfsburg eye their maiden Cup victory.
The game will also be a first for goalline technology in Germany with the Hawk-Eye system installed in Berlin's Olympic stadium.
(Editing by Amlan Chakraborty)
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