Last season's Champions League runners-up slumped to a third consecutive defeat on Saturday when they were beaten 3-0 by Bayern Munich at Signal Iduna Park.
That loss saw Klopp's men drop to third in the Bundesliga table, seven points adrift of leaders Bayern.
Dortmund must now turn their attention to a crucial Champions League clash with Napoli, as they will be consigned to Europa League football in the new year if they lose and Arsenal claim at least a point against Marseille.
Klopp's charges are three points behind Rafa Benitez's side and Arsenal after losing to the London club in the last round of matches, so the Dortmund coach knows there is no margin for error.
"For the good of football, we need to win," he said.
"There is a lot of pressure on this game. If it works out like we hope it works out, we certainly have the most exciting group.
"It would just be cool for everyone, and mean Arsenal cannot field their C-team players at Napoli.
"We need to win the next two matches in our group, and have to start with that tomorrow."
When asked if Dortmund were in the midst of a crisis, he added: "We can’t influence how the phases we are going through are labelled.
"We have lost three games in a row. That is a fact. There's no question that we'd love to have a few more points, but we just don't have them."
Napoli are also out of sorts having lost their last two Serie A matches, but Klopp knows the Naples outfit pose a big threat.
"Those defeats will not throw us off track, tomorrow will be a difficult game. Napoli have quality," he added.
"I don't think there is any crisis talk in Napoli right now, Maybe it will be the meeting of two crisis clubs and nobody will realise it.
"Everyone knows what's at stake. We are programmed to win it, are ready and have it in our hands. It is a final."
