Malaga host the German champions in the first leg on Wednesday following a close season of uncertainty over the commitment of their Qatari owners and cash-flow problems that prompted a ban from UEFA competition next term.
Coach Manuel Pellegrini and his experienced squad have propelled the Costa del Sol club to unprecedented heights and they topped Group C ahead of seven-times European champions AC Milan before dispatching 2004 winners Porto in the last round.
"The way they (the players) have dealt with the difficult situation in the club underlines their mentality and that's what makes them so dangerous," Klopp said at Malaga's Rosaleda stadium.
"We want to be strong, we must be strong because Malaga are very tough to play," he added. "We have watched all their Champions League matches and there was a bit of everything there, from sensational play to hard toil.
"The Malaga team is much more experienced than mine and they fully deserve their place in the quarter-finals."
Klopp said defender Marcel Schmelzer, who broke his nose in Saturday's 2-1 Bundesliga victory at VfB Stuttgart, may have to play in a face mask but should be available along with injury doubts Jakub Blaszczykowski and Sven Bender.
Malaga coach Manuel Pellegrini noted at his earlier news conference that both sides liked to retain possession and play open football, which he said would hopefully make for a pleasing Champions League spectacle.
"I don't think the two teams are the same but they are two teams who try to make the ball the protagonist," the Chilean said.
"They like to keep the ball for long periods and give more weight to creative play than to destructive play.
"I am pleased that we are playing a side as creative as Borussia Dortmund."
The return leg is in Germany next week.
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