It would bring Liverpool's first European trophy since the famous fightback against AC Milan in the Champions League final in Istanbul in 2005.
Klopp conjured up the spirit of that historic win in the extraordinary quarter-final performance over his former club Borussia Dortmund when the Reds turned a 3-1 halftime deficit in the second leg into a stunning 4-3 victory in stoppage time.
Sevilla, current holders, might be a different matter though. Klopp will be up against coach Unai Emery, whose side have won the last two editions of the tournament and hold a record four UEFA Cup/Europa League triumphs, all in the last decade.
Sevilla had an easier path to the final, beating Shakhtar Donetsk 5-3 on aggregate in the semis, although they needed a penalty shootout to overcome fellow Spaniards Athletic Bilbao in the last eight.
Sevilla have endured a disappointing domestic campaign, finishing seventh in La Liga and failing to win a single away game, the only team in Europe's top five leagues to do so.
Liverpool's season has not been dissimilar.
Klopp's team have ended in eighth place in the Premier League, their lowest finish since 2012.
The charismatic German has proved a master of the big occasion, however, knocking out Manchester United and Villarreal as well as Dortmund with his trademark game plan of high intensity pressing. He will be looking for the same high octane performance against Sevilla.
"There will be challenges all over the pitch. There will be a lot of fight, for sure; you cannot win a cup with just a little bit of playing football," Klopp told UEFA.com.
"You have to show that you're really ready for the big moments."
Klopp must decide whether to start with captain Jordan Henderson, who only returned from a knee injury by playing half an hour as a substitute in Sunday's 1-1 draw at West Bromwich Albion.
Emery, who has no new injury concerns from the semi-final, is banking on his team's mental resilience to become the first coach to win three consecutive Europa League trophies.
"The fact that this is our third consecutive final demonstrates how focussed and hungry we have been to do well in the Europa League, and win it," he said.
"That means competing – standing up to be counted throughout the 90 minutes.”
(Editing by Richard Balmforth)
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