Dortmund slumped to a 3-0 defeat at struggling Hamburg on Saturday, a result that ended a run of three consecutive league victories.
The loss means Dortmund trail reigning Bundesliga champions Bayern Munich by 20 points and Klopp knows his team are too far off the pace.
However, Klopp guided Dortmund to the final of the UEFA Champions League last season and is preparing for a renewed assault on Europe's premier club competition in 2013-14.
Zenit are Dortmund's last 16 opponents - the first leg takes place in Russia on Tuesday - and the German side are also in contention for the DFB-Pokal. And Klopp sees no reason why his side cannot enjoy a successful end to the campaign.
"Some clubs are under pressure to make the final (of the Champions League) every year, but at other clubs everything has to come together just to get there in the first place," he told FIFA.com.
"We're somewhere in between. My priority for 2014 is to have my team complete the second half of the season in better physical shape. We've been hardly recognisable due to all our injuries.
"We needn't bother talking about the championship. Bayern Munich are the best team in the world at the moment, and unfortunately they play in the Bundesliga, so we're up against them all the time.
"We don't have a chance in the league any more. But why would we write off our chances in the other two competitions before we've been knocked out?
"We're strong when we have everyone fit, and even when we don't have everyone fit we still have the desire. We've proved that and that's why we're in a relatively good position. We want to make the most of it."
