Dortmund have featured in two of the last three Pokal finals, beating Bayern Munich to seal a league and cup double in 2012 and losing to their great rivals in last year's showpiece.
Klopp's men are licking their wounds after another defeat to Bayern in the Bundesliga on Saturday, with former Dortmund star Robert Lewandowski netting the winner at Signal Iduna Park.
The Dortmund boss wants his team to bounce straight back from that disappointment by taking another step towards the Pokal final.
"Hoffenheim is far from being our dream draw," Klopp said. "Hoffenheim are a highly talented team with outstanding players.
"Their defeat to [Borussia Monchen] Gladbach on Saturday helps us in terms of confidence, of course, but that's similar to us.
"I hope that the cup is not our last chance to make something positive out of this season. Our situation in the league is not comfortable enough to just let the season come to an end.
"But the cup is incredibly important, I would like to see the team win on Tuesday as well."
Hoffenheim coach Markus Gisdol, meanwhile, feels his players are heading to Dortmund as underdogs and should relish the chance to cause an upset.
"It does not matter whether we play in front of 80,000 in Dortmund or at home," he said. "I guess there is more pressure on Dortmund because they are expected to win.
"I'm excited about the game, and we travel full of confidence. They [Dortmund] have stabilised in the second half of the season and have an exceptionally good team.
"But the match tomorrow has its own character, it's a live game, a knock-out game in which we need to do something special."
Hoffenheim are expected to welcome back Eugen Polanski and Ermin Bicakcic, but David Abraham will not feature due to a knee injury.
Dortmund will keep a close eye on Marco Reus and Ciro Immobile, with Klopp unlikely to risk either unless they are fully fit.
