The Reds came close last year, falling in the Champions League final to Real Madrid.
And the German says once it does collect some silverware, the city will "explode".
Klopp said: "I have said it a few times: I have no idea when we will win something, but I'm sure this club will win something.
"I don't know when so let's have the best times of our lives until then. Let's enjoy the world, let's enjoy the football, let's enjoy the journey and it's what we did so far - it was a good time.
"When we win something, this city will explode - I'm sure - in a very positive way."