Five-time winners Liverpool face the Spanish giants, who are attempting to win their third straight Champions League, in Saturday's final in Kiev.
The Reds are into the final for the first time since 2007.
"Real Madrid are more experienced," said Klopp. "Experience is important in life but it is not the only thing."
He added: "You can level it with desire, attitude and work-rate. and that is why I love football."
"We will try in a very positive way, to show the boys why it makes so much sense to be really brave," added Klopp. "It was not easy to be brave against Manchester City, it was not easy to be brave against Roma. But the boys did it."