Reaching the Champions League final would be an 'outstanding achievement' says the Liverpool boss.
After overseeing Liverpool's 5-2 win over Roma last Tuesday in the first leg there has been some turbulence to contend with.
The unsavoury incident involving Roma fans and Liverpool supporter Sean Cox at Anfield has seen two Italian supporters arrested and held in Liverpool.
Alex Oxlade-Chamberlain's season was ended by injury - with Sadio Mane going on to miss the next game. And Liverpool's home draw against Stoke has added unnecessary pressure to Liverpool's position within the top four.
On top of all that, Klopp's long term assistant Zeljko Buvac has departed the club. For the short term, say the Liverpool FC hierachy.
The reds manager was quick to brush away any discussion on his assistant - simply pointing to the fact that LFC have released a statement and he would not be adding any more to it.
But he was more talkative with regards to tonight's important fixture in the Italian capital.
'You have to be brave'
Liverpool have won just one trophy in the past 11 years - a poor return for the club especially considering this is their 11th semi-final in that time.
It's a record that bears heavy on Klopp - he too has so often been the nearly man in cup competitions. He has already lost two finals with Liverpool - the League Cup final v Manchester City and a Europa League final v Sevilla.
I don’t think people are interested in semi-final losers, same as final losers.
In football, as in life, if you are not ready to lose, you cannot win. You try everything to win – there are no guarantees that you get it – but it is the only chance that you try.
The reds started the competition in the third qualifying round when they overcame Hoffenheim to progress to the group stage.
We were not even qualified for the Champions League, we had to play a qualifier, and I don’t know who else reached the semis having been a qualifier at the start. The boys really stepped up. They constantly saw the competition as an opportunity. There have been so many big developments this year.
In the end, there will be a team at Liverpool at one point that wins silverware and we all hope that we are involved in that.
The manager wants to create a new history at the club.
"We don't think about how our grandfathers came here and won the European Cup [in 1984].
"We don't need to make it any bigger. We know the history. We just need to do what we do and the boys need to play their football.
"If we get the result we need, we deserve to be in the final. But if Roma get through then they deserve it. If you want to win, you have to accept you might lose. You have to be brave. You have to be active."
Liverpool kick off at the Stadio Olimpico at 7:45pm with the winners of the overall tie set to face Real Madrid at the end of May in the Champions League Final in Kiev.