The Merseyside club were beaten 3-1 by the Spaniards in a match that produced a few questionable handball incidents throughout.
Liverpool could have had a penalty when Daniel Carrico appeared to handle Roberto Firmino's initial touch in the first half while Adil Rami and Grzegorz Krychowiak also touched the ball in the area but they were largely accidental.
Naturally, Klopp was queried by reporters at his post-match press conference but could only suggest that perhaps luck was not with he and his players on the night.
"This is interview number 10 or 12 that I've had [post-game] and everybody has told me about two handballs in the first half," he said.
"Today there were four decisive decisions I would say, maybe a few more, but very obvious decisions that went against us.
"In a final, when it's clear it is close, you need a little bit of luck. We didn't.
"We have no influence on this, but where we have influence on is our game and so now we are disappointed and frustrated, 100 per cent.
"Tomorrow, in a week or whatever we will see it a little bit more clearly and then we will use this experience. That's what we have to do."