The Bundesliga outfit head into the second leg of their last 16 tie against Zenit with a 4-2 lead and will have home advantage when the sides meet on Wednesday.
But head coach Klopp insists every round from now on is a bonus and does not think elimination would come at too big a financial cost.
"We have reached our goals in the Champions League by getting out of the group stage," he said. "Everything that happens now is a benefit for the club, but there would not be a gaping hole in our budget should we go out.
"That is different in the Bundesliga. There, our goal is clearly to qualify for the Champions League again.
"We are on our way to do so. Some observers may think differently, but we are well on track.
"You have to get the maximum out of any competition you are in and treat them differently."
And Klopp revealed he would approach the second leg as if the tie were at half-time in a 90-minute encounter.
"Ideally, we will play this like a second half in a normal game tomorrow," he added. "We now have been able to accumulate a bit of experience in the Champions League knockout stages.
"In the first leg, we put ourselves in a good position for the return leg. Nothing more, nothing less.
"We will not risk a lot, but just going out there to defend our lead would be a bit stupid as well. So we will make it a normal football game."
Klopp was fined €10,000 by the German Football Association on Wednesday after he was sent to the stands during Dortmund's 2-1 defeat to Borussia Monchengladbach at Signal Iduna Park on Saturday.
