"We had a budget of next to nothing when I came in 2008," Klopp said ahead of the May 25 Wembley final.
"The boys started playing in the Bundesliga at 19; they are now 24 years old. They are all prepared to do what it takes to make victory in the final possible.
"Bayern are very confident, they have a sense of security that they will beat us and win this Cup because they have tried and failed on recent occasions and out of that grows a greed to absolutely succeed.
"We do not think that we will win it that easily. But we feel we have the chance to do it. In our situation that has to be enough."
For the players, Bayern instil no fear despite a dazzling season so far and their chase for a treble of titles.
Dortmund won four straight league matches and a German Cup final against Bayern in the previous two seasons before drawing twice in the league in the current campaign and losing to the Bavarians in the German Cup.
"I think there's a lot of respect in Munich ahead of this final," captain Sebastian Kehl said. "We are going into the game with a lot of enthusiasm but also believing that we can win the trophy.
"Bayern may have been impressive this season but so were we last season. We have a plan, we know how to beat them and they know it in Munich as well and it is an issue in Munich."
Since being on the brink of financial ruin eight years ago, Dortmund have built a title-winning team around Klopp and sorted out their finances.
"We were so near the cliff, you could not get closer than that," CEO Hans-Joachim Watzke said. "Now there is the philosophy never to create even a single euro of debt for a possible sporting success."
Dortmund won the 2011 Bundesliga title and completed a domestic league and Cup double the following season but have found that success brings another problem - other clubs coveting their players.
Japan international Shinji Kagawa left last season to join Manchester United while 20-year-old Germany international Mario Goetze has controversially signed with arch-rivals Bayern from next season in a deal reported to be worth 37 million euros.
Midfielder Goetze, a prized product of Dortmund's youth academy, had an exit clause in his contract.
"We did not want the transfer of Mario Goetze but we have to accept it," sporting director Michael Zorc said.
"Dortmund have now reached a level where we can expect that (the players) identify 100 percent with the club. In the future there should not be any exit clauses. That is at least our aim."
Dortmund's sensational run to the Champions League final for the first time since they won the trophy in 1997 has attracted the interest of even more clubs with top striker Robert Lewandowski, who fired four goals past Real Madrid in their 4-1 semi-final first-leg demolition, the next likely departure.
"We are now only focusing on the final. When that is out of the way then we can start talking about this issue," Klopp said when asked about the future of the Polish striker, whose contract runs out in 2014.