The Impact hold a two-goal buffer heading into Tuesday's return semi-final leg after Ignacio Patti and Victor Cabrera inspired the Canadians to a 2-0 victory at Stade Olympique in Montreal on March 18.
Only one other MLS franchise - Real Salt Lake in 2010-11 - have made an appearance in the Champions League final but no team from Canada have progressed so deep into the tournament.
The Impact are in pole position to qualify for the two-legged decider to be played on April 21 and 29 but Klopas is wary of the Costa Rican giants on home soil at Estadio Alejandro Morera Soto - where they have only lost four of their past 32 fixtures in all competitions.
"We have some guys that are fast. But at the end of the day, [Alajuelense] are the team that has to come out and push the game to score," said Klopas, who has acquired John Smits on loan from FC Edmonton to provide backup for goalkeeper Evan Bush for the second leg.
"We can keep the game at 0-0, and we go through. We have to manage the game. We know they're going to come out hard. They're playing at home, with their atmosphere.
"We just have to be mentally ready and be prepared for a fast start for them."
Fatigue should be no excuse for the Impact, who were excused from MLS competition over the weekend with the league rescheduling their fixture against New York Red Bulls to October 7.
"I think that it's good that the league was able to move the game," Klopas said.
"It would be hard, because some of the injuries we have right now, playing in the two tournaments, it's not that easy.
"It's good. We can really prepare, get some guys the extra rest they need to make sure they're really ready and sharp to go."
Should the Impact make it through to the final, they are likely to face another Costa Rican opponent, with Herediano on the verge of qualifying in Mexico City on Wednesday.
Herediano stunned Mexican powerhouse America 3-0 in a fiery encounter on March 17.
America were put to the sword after Michael Arroyo was red carded early at Estadio Eladio Rosabal Cordero, with Herediano piling on three unanswered goals in the second half via Esteban Ramirez, Yendrick Ruiz and Jonathan Hansen.
The iconic Estadio Azteca is the location for Wednesday's second leg.
