Klinsmann's team are top of the CONCACAF qualifying table with 13 points from six games, and two wins from their next two fixtures - against Costa Rica and Mexico - will see them book their place at Brazil 2014.
However, Costa Rica sit just two points behind the US, knowing a victory in San Jose will put them in pole position in the section.
"We would love to go to San Jose and approach it very positively," said Klinsmann.
"I think it's a huge opportunity but also quite a big challenge. We are aware of that and we have a lot of respect for the Costa Rican team.
"We expect a very difficult and very tough game but that's what we're looking forward to."
A Clint Dempsey goal separated the sides in the reverse fixture in March and Landon Donovan, who returns to the squad after injury, is in confident mood ahead of this week's encounter.
"We have a group of players that are pretty special," said the forward.
"We're very confident right now. Obviously the first goal is to qualify for the World Cup but, assuming that happens, you set the sights bigger. We're excited for that."
However, Costa Rica defender Junior Diaz has called upon his team-mates and the nation's supporters to give their all for what would be a crucial three points.
"We as players on the pitch must show what we are capable of," the Mainz man stated.
"But we also need the fans, they need to play their game in the stands and be felt."
Full-back Jose Salvatierra has withdrawn from the Costa Rica squad after picking up an injury in training and has been replaced by Carlos Johnson.
