Dortmund ensured their semi-final berth with an extra-time win over Hoffenheim on Tuesday and, after Bayern Munich got past Bayer Leverkusen on penalties a day later, the sides will meet at the Allianz Arena later this month.
The fixture will see Bayern and Dortmund lock horns for the fourth time this season, with title tussles in recent campaigns and the departures of Mario Gotze and Robert Lewandowski to Bavaria adding spice to the fixture.
"At the moment the games ended, I knew that we would get Bayern," Klopp said.
"As in previous years, whoever wants to win the trophy must beat Bayern Munich, but I do not care where that happens.
"A semi-final in Munich is totally cool, all good. It will be a big event. I do not feel today that we have no chance."
Following their early-season struggles, Dortmund sit 10th in the Bundesliga ahead of Saturday's clash with third-placed Borussia Monchengladbach.
Lucien Favre's side were beaten by second-tier Arminia Bielefeld in the Pokal on Wednesday but Klopp is not reading too much into the result.
"I cannot say that the cup game gave us such a boost that we will just chip away Gladbach," he added.
"How is it for me compared with Lucien Favre, I do not know, but I could not see any major problems with Gladbach, Bielefeld just did great, they were really strong.
"They can reach the automatic Champions League places and it looks set to be a really good game because it involves a huge amount for both to play. I do not think the Pokal will have a big impact."
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