The German says that fans need to be patient with his players and always encourage them.
Klopp also asked fans to create similar atmosphere in the league games against weaker sides as they do against big European clubs.
Ahead of Saturday's league meeting with Hull City, Klopp said: "Can we create a special atmosphere at 3pm at Anfield on Saturday?
"We all know that you play at home at 3pm and it is so different to Thursday night against Dortmund (for example).
"Is it only because it is afternoon and not night? I don't know. Come on let's do something, for all of us. I spoke to the players about it as the only difference I see is we get frustrated after missing chances.
"If the players miss a chance, you stay patient. You don't lose your nerve and start shooting from 45 yards.
"In games like this maybe too many people think it is not allowed that you have problems. It should be easy.
"Why, when we can win against teams that people think we are stronger than can a team people think are weaker than us not have the same opportunity to win?"