Two costly goalkeeping errors and a first half shoulder injury to Mohamed Salah - which is believed to have ruled the Egypt international out of the World Cup this summer - summed up the Reds' misfortune on the night.
However, the introduction of Gareth Bale from the substitutes' bench by Zinedine Zidane; whose stunning bicycle kick and long-range effort proved the difference between the two sides, was, according to the German, the main difference in the tie.
"I’d love to say ‘no’," Klopp responded to the club's official website's question regarding whether Real Madrid's ability to bring on the Welshman was a significant factor. "But he was very decisive obviously, especially with the bicycle kick – it was a fantastic goal, an unbelievable goal.
"They hit the crossbar as well and had one or two big counter-attacks, but we hit the post, [our] set-pieces that were absolutely OK."
However, despite the starring cameo role, the Anfield boss insisted other factors were also in play, claiming: "The difference is that you need a little bit of luck in a football game, especially a final, and we not only had no luck – we had none plus bad luck (the injury to Salah).
"That’s the problem. In life, you always have to accept that we do that, and we will carry on. But in the moment we see all the situations and think, ‘Wow, how did that all happen tonight?’ But the game is over, and whatever I could say, the result will not change."
Loris Karius' role in the tie also proved to be a contributing factor, with both Real Madrid's first and third goals coming due to errors on the 24-year-old's part. However, Klopp was not keen to place further blame at his stopper's door and insisted he felt sympathy for his fellow countryman.
"I have only very, very few words after the game but it’s nothing to talk about," he replied when asked if he had spoken to his goalkeeper. "I really feel for him, nobody wants that, [but] that’s the situation.
"The mistakes were obvious; we don’t have to talk about that, it’s all clear; he knows it, I know it, you all know it. Now, he has to deal with it; we have to deal with it, we will do that – of course, we will be with him, there’s no doubt about that. It was not his night, obviously."