The victory means Dortmund can seal their place in the knockout stages of the competition by matching Napoli's result against Arsenal when they travel to bottom-placed and already eliminated Marseille on the final matchday.
Had Pierre-Emerick Aubameyang not scored a third, or had an own goal in Naples not earned them a consolation on matchday one, though, they would have been in a much more difficult position, which is why Klopp was particularly pleased with his side's persistence at the Westfalenstadion.
"You could tell that the team had not fully understood what it meant to be 2-1 up," Klopp said.
"You could feel that they were a bit down, but that was totally unnecessary. It was not a game to enjoy, to sit down calmly, but it was certainly one which is worth remembering.
"We tried everything and fully deserved to win in a very difficult game."
Klopp was forced to improvise once again given the defensive injury crisis his side are currently facing, but he was delighted with the answers he got.
"The four-man defence were exceptional," he told Sky television. "We knew Sven Bender could play as a centre-half and Erik Durm was born to play in the Champions League.
"He's an extraordinary talent and has only played four or five Bundesliga matches."
Nevertheless, Klopp is not taking anything for granted going into the final group game, which could still eliminate the 2013 finalists from the competition.
"It's not going to be easy," he said. "They are not going to want to go out of the Champions League without a single point and it's going to be hectic in Marseille, but we have some revenge to get there."