Klopp's men face Hoffenheim at Anfield tonight in the second leg of their final qualifying round clash.
The Reds go into the showdown holding a 2-1 lead from the first tie in Germany last week.
Reaching the group stages will be worth more than £50m to the Merseyside outfit, while missing out would cost them around £12m in lost gate revenue alone.
Failure is not an option for Klopp and he is backing his men to rise to the occasion and get the job done.
He said: "These players have shown that they have what it takes to absorb the pressure and produce.
"We have a lead. It is a lead we have earned by playing very well against a very, very good opponent in Hoffenheim.
"But it is a lead that will ultimately mean nothing if we don't embrace what tonight is all about and finish the job.
"I think the opening week of the season has, in many ways, demonstrated one of our biggest assets as a team and as a squad.
"That when faced with difficult situations we come together and we punch hard."
