And Liverpool beat Premier League rivals Manchester City 5-1 on aggregate after a 2-1 win at the Etihad on Tuesday. In fact, Madrid has won three of the last four titles.
Klopp believes Roma have underlined their quality by reaching the semi-finals, despite losing a player who has managed 39 goals and 11 assists in his first season with Liverpool.
And, as you can imagine, fans of the Scouse outfit had the same reaction to the draw - that they're going to go on and win it.
This morning's Champions League draw gave a very favorable match to Mohamed Salah and Liverpool.
The Europa League final will be in Lyon, France on Wednesday, 16 May, with the winner guaranteed a place in next season's Champions League.
"The tie gives us the perfect opportunity to exact revenge on them for the final we lost on penalties back in 1984", he explained".
The two teams, who have a combined 17 European titles, have never met in the final but this will be their seventh semi-final meeting in the 63-year-old competition.
Arsenal reached the semifinal after late goals from Danny Welbeck and Aaron Ramsey helped them level the game against Russian club CSKA Moscow, who took unexpected 2-0 lead in the second leg of quarterfinal.
It left supporters taking to Twitter to vent their fury at how it all panned out. After a route that consists of matches against Tottenham Hotspur, Borussia Dortmund, APOEL, Paris St. Germain and Juventus, Los Blancos will now be firm favorites to defend their crown.
Sporting director Monchi added that he felt the 1984 final could provide extra motivation to Eusebio Di Francesco's team, saying: "It feels like a great opportunity to chase the joy that we were not able to experience so many years ago".