The Reds meet Chelsea on Friday night.
Klopp said: "Last season was not a Chelsea season. Now they are back on track.
"We need to be ready for a real challenge. They defend well, attack strong. It's not an easy job, but we feel confident we could do something there.
"We are the challenger and we want to create problems for them.
"I saw the whole 90 minutes of the last game against Swansea and they could have won that game.
"They had good moments, strong, competitive, that's how it is with teams like this, the champion of two years ago."