The duo's importance has grown since Klopp was appointed as Liverpool boss.
Firmino joined the Reds from Hoffenheim in the summer shortly before Klopp was appointed Liverpool manager in October and the Brazilian seems to have become a key part of the side under the former Borussia Dortmund's boss's management.
Firmino told Sky Sports: "He's one of the best, if not the best I have worked with. We're very happy with him since he arrived, he has changed the team's style of play and now we're playing better.
"In Germany, this style of pressing happens a lot. I like his mentality. He brings his own philosophy, which is working for us. We are looking forward every day to improve."
Coutinho said the side are continuing to learn under the stewardship of Klopp, and a trophy win on Sunday would represent some achievement given he was only appointed just over four months ago.
Liverpool's No. 10 said: "At the moment, we're in a good period with him. It's his first final and we hope to win. Each day, we're learning more with him as players.
"We have to work more and of course it's a new style for us and we are adapting to it. The last few games, we have played well.
Klopp may have wanted Coutinho available for a few more games than he has been, as he has twice succumbed to the hamstring curse that has engulfed the club since the German's arrival at Anfield. Coutinho was certainly one of the first players to buy into Klopp's pressing game pretty quickly and found a decent run of form before his first injury.
Firmino has been selected near enough whenever he has been available and there are hopes the pair can produce a deadly combination with Daniel Sturridge as the side looks to find their mojo between now and the end of the season.
For now, Liverpool fans will settle for them bringing their best form to Wembley on Sunday.