But when he gathers his Liverpool team together to try to pull off, if not Mission Impossible then Mission Highly Improbable against Barcelona at Anfield on Tuesday night, while there is hope it is worth trying.
Liverpool face an almighty task overturning a 3-0 first leg deficit against Lionel Messi’s Spanish giants and will have to do it without the sidelined pair Mohamed Salah and Roberto Firmino.
Klopp knows that, Anfield will know it, and crucially so will Barcelona who need just one goal to leave their hosts needing five.
But the Liverpool manager promised that if they go out within touching distance of a second consecutive Champions League Final, it will be in a blaze of glory.
“I had these [sorts of] games a couple of times and in my experience, it’s not that before the game you think: ‘Yeah, I believe we will do it’,” he said.
“But I’m completely fine with the chance. I don’t think we have more, but I don’t think we have less. Less than them yes, but we have at least a chance… [and] as long as it’s not decided that’s the competition. You have to try.
“I don’t sit at home and tell my ‘missus’ wait for me at home, we will have a party after the game because we’ll win it. We have to work for it. That’s why I think it’s worth it. It’s worth it to try, 100 per cent.”
If flags emblazoned with the word “support” and “believe” above outlines of previous European trophies will be seen before kick off, convincing those waving them might depend on an early goal.
Klopp at least has history to fall back on with memories of their comeback against Dortmund in the Europa League quarter final second leg at Anfield in April 2016 when they trailed 4-2 on aggregate with a quarter of the game to go and scored three including a stoppage time winner to edge a dramatic night.
Barcelona are no Dortmund but they have proved vulnerable in this competition losing 3-0 away to Juve in the quarter-final first leg in 2017 and squandering a 4-1 first leg lead from the Nou Camp against Roma last season at the same stage, losing 3-0 away.
Klopp chose to pluck a defeat from his own memory banks to inflate hope.
“My own personal little story is about Real Madrid, years ago with Dortmund (in the quarter finals of 2014),” he said. “We lost 3-0 there but then at home we changed seven or eight positions and we won 2-0 and we should have won 5-0 without a shadow of a doubt.
“We were clearly the better side but it was Madrid then and it’s Barcelona now.
“It’s a big difference. It doesn’t mean that it will happen again but it is enough for me to believe. That is what we do, not more.”
Ernesto Valverde rested the eleven who beat Liverpool at the weekend and with Luis Suarez and Messi freshened up and ready to blunt Liverpool’s twin threats of Trent Alexander-Arnold and Andy Robertson, it could be difficult to watch.
Stopping them scoring will not be easy either – only four times this season have they failed to find the net and three of those (two in La Liga and Lyon in the Champions League) finished goalless.
If setting up for a stalemate is possible, Liverpool need goals as well.
In that regard, the loss of Salah, stood down with the after-effects of concussion sustained in the match against Newcastle on Saturday night, and Firmino, who has a muscle injury, could be catastrophic.
“We know how big the challenge is but this team will try 100 percent,” he added.
“That doesn’t mean it will work out. But you have to deal with it step by step. The last five minutes are enough to score three if it is still 0-0.
“Let’s give it a try with all we have. That is what we have always done and we will do again.”