Dortmund go into Saturday's final looking to complete a league and cup double having retained their Bundesliga title last month, but whatever happens in Berlin, Klopp is likely to have a smile on his face after the full-time whistle.
"If, in the 50% chance the game does not end positively for us, then I can say I will still be celebrating," he said at a press conference.
"We are going to be taking the Bundesliga trophy with us so we will have something in our hands anyway.
"Of course it would be nicer to run around the pitch with both trophies."
Lukasz Piszczek and Robert Lewandowski will be part of those celebrations and Dortmund's general manager Hans Joachim Watzke issued a blunt warning to any clubs looking to prise the sought-after pair away this summer.
"Any club in the world, be it even Real Madrid or Barcelona, who want to make offers for Piszczek and Lewandowski can save themselves the effort because neither of them is on the market," he said.
"They are not available for any price in the world, and I don't think you can rule things out more clearly than that."