The Reds face their biggest game of the Germans reign on Sunday, as they take on Manchester City in the Capital One Cup final.
It has so far been a mixed bag for Klopp since he took charge at Anfield, with his side having endured yet another up and down campaign.
And Klopp has admitted that it is a challenge to return the Reds to their former glories, but the real challenge is handling the pressure that is constantly upon them.
"The whole situation is a challenge," he told Sky Sports.
"Liverpool is a club with a big, big, big history. If you have never had success then nobody knows how it is but in Liverpool everybody knows how it was. That's part of the problem.”
"There is a lot of pressure on the situation. That's normal. The challenge is to stay cool enough to handle the pressure in the moment so that you can succeed in the future. It needs time, nobody wants to hear it but that's the truth.”
Klopp will now be hoping that his side can be victorious in Sunday’s cup final as it could be the springboard to further success for him at the club.
They will be confident of doing so as well, having beaten City 4-1 earlier in the campaign in a swashbuckling display that demonstrated how good they can be on their day.
That was arguably their best performance of Klopp’s reign so far, and he will be keen to see them repeat that performance to secure his first piece of silverware in England.