Vinicius Junior scored the only goal at the Stade de France to hand Real Madrid a record-extending 14th European Cup and leave Liverpool with only the FA Cup and the Carabao Cup trophies to show for their marathon 64-game season.
Klopp's side last week missed out on the Premier League title to Manchester City by a solitary point and were denied a seventh European crown in France on a Saturday evening somewhat overshadowed by thousands of supporters experiencing difficulties entering the stadium with some being tear-gassed by French police.
Liverpool will return to England for a parade starting on Sunday afternoon expected to be attended by hundreds of thousands of supporters and Klopp said: "These boys played an outstanding season. The two competitions we couldn't win, we didn't for the smallest possible margin: one point, 1-0. City during the season, they were one point better and tonight Madrid was one goal better.
"That says nothing about us. The difference between 2018 and now is that I see us coming again. In 2018, I wished it but I couldn't know but these boys are really competitive, they have an incredible attitude.
"It is a fantastic group. We will go again definitely. Tomorrow we will celebrate the season. It is good we don't have to do that immediately but after a night's sleep and maybe another speech from me, the boys will realise how special it was what we did.
"Even if nobody on this planet would understand we have a parade tomorrow, we still will do it. I really hope everybody has a chance to get to Liverpool tomorrow to celebrate together with us a fantastic season that didn't end as we wanted. That's fact but the club is in a good moment, we will go again."
Klopp added to BT Sport: "Where's it [the final] next season? Istanbul? Book the hotel."