The youngster arrived from RB Leipzig last summer, and has been a revelation for Jurgen Klopp's team.
Konate is the favorite to start alongside Virgil Van Dijk in central defense against Real Madrid on Saturday.
"It's unimaginable," he told UEFA about the final.
"If you'd asked me what I wanted, I don't think I could've dreamt of anything better.
"That said, we know that we'll be playing against a very good Real Madrid team, so we'll need to prepare well.
"Certainly, when you talk about the Champions League [final] being in my city, I'm honestly speechless, and I don't think I could've dreamt of anything better."