Madrid produced a remarkable last-minute comeback against Manchester City on Wednesday to force extra-time before striker Karim Benzema netted a penalty to send the club to the final against Liverpool in Paris on May 28.
Madrid are chasing their 14th Champions League title, with this season's final a repeat of the 2018 edition, which Madrid won 3-1. Liverpool made another run to the final the following year, where they beat Tottenham Hotspur to lift the trophy.
Klopp said that Madrid's experience will serve them well, but added that Liverpool are more prepared now.
"When we lost that final, my solution would have been to play final next year against Real Madrid but we played Tottenham in Madrid, so Madrid seems to be our destiny," Klopp said.
"They are now the massive favourites. All the experience they have. We are more experienced than we were, probably, but it's not for us to compare.
"We were not happy that night [in the 2018 final] but I'm happy to go there and give it a try. But until then, we have a lot of games to play. You ask a lot of questions about Real Madrid, but until then we can stop [talking about the Champions League final.]"
Liverpool are chasing an unprecedented quadruple as they also face Chelsea in next week's FA Cup final as well as a closely fought Premier League title battle with City.
Klopp said City's heartbreak in Madrid will not last for long with a crucial league clash against Newcastle United this Sunday.
"City are good. It was a massive blow for them, that was really harsh," Klopp said. "I've had nights like that, it's not cool, the next morning, not cool, but then there's a moment you have to focus. They will be ready for Newcastle on Sunday."
Liverpool face Spurs at Anfield on Saturday, sitting just one point behind City.