The two sides meet in the Europa League on Thursday evening.
The two sides meet at Anfield on Thursday evening in the second leg of their quarter-final tie.
The Reds only need a 0-0 draw from the game to secure their progression, having managed a 1-1 draw in an impressive display in Germany.
That is a major question for Klopp to consider in the game, whether he should set his team up to secure the draw or go out to win the game comfortably.
Milner though, insists that Liverpool are keen to win the game as they are keen to finish the job in style.
“We go out to win every game, so that’s going to be the aim,” he told liverpoolfc.com.
“We want to keep it tight at the back – if we don’t concede we’re through, so that’s obviously a big plus for us.
“We’ll be going out there to win the game, finish the job in style and kick on to the next round. It’s a good test for us; they’re a top team. If you want to win trophies, you have to beat the best teams.”
If Liverpool are to secure a result on Thursday, a repeat performance of their showing in Germany would be ideal.
They manage to find the perfect blend between defence and attack in that game, employing a fine counter attacking game that worked very much in their favour.
Particularly impressive were central defensive duo Dejan Lovren and Mamadou Sakho, who will be hoping they can keep Pierre Emerick Aubameyang as quiet as they did last week.