"Since 2012, apart from 2017, I was every year with my team in a final, so we are getting there sometimes with luck in some moments, but most of the time because we had to go there," Klopp told reporters at the Metropolitano Stadium in Madrid, where Liverpool will face Tottenham Hotspur on Saturday.
"I am probably at the moment a world-record holder, in the last seven years at least, in winning semi-finals, but if I wrote a book about that probably nobody would buy it."
This is the seventh final Klopp has taken a team to since leading his brilliant Borussia Dortmund side to a German league and Cup double in 2012.
He lost the 2013 Champions League final with Dortmund and the German Cup final in each of the following two campaigns.
Klopp then lost the Europa League and League Cup finals in his first season with Liverpool, before being defeated in the 2018 Champions League final by Real Madrid.
Liverpool also finished second to Manchester City in this season's Premier League despite losing just one game and amassing 97 points. But the German insists it cannot all be about him.
"I'm a normal human being, and if I would now sit in a room and think it's all about me, I am the reason, if I would see myself as a loser or whatever, then that would be a problem. But I don't see it like this."
Klopp, 51, added: "The things that happened in the past, for me I still got confidence I can take out of that, and could always, so it's all good.
"Now I understand luck - if you work for it, you have it from time to time, not always... but apart from that, no, it was not an unlucky career and it's not over, I have still a few years!"
Kick-off is at 21:00 SA time.