Zidane has led his Real Madrid team to back-to-back Champions League crowns, and the Spanish giants will be looking to make it a consecutive hat-trick in Kiev on Saturday night.
Klopp has branded Zidane "an extraordinary character in the football world", and the German is relishing the challenge of pitting his Liverpool side against the European champions.
"It's not easy, but it's possible. And it's cool playing against Real Madrid. They're the defending champions, and they've won back-to-back titles in this competition. They've done really well under Zinedine Zidane," Klopp told UEFA.com.
"He's one of the top 10, top five players of all time. And now he's the coach of Real Madrid, a hugely experienced team on the pitch. That'll be a nice challenge. I'm glad we're not playing against each other! Me against him, marking him or whatever... I'm very glad I can send my players onto the pitch.
"He's an extraordinary character in the football world. I appreciate him. I admired him as a player and respect him as a colleague. It's incredible what he's been doing with Madrid. It's really, really extraordinary.
"That's why I'm obviously looking forward to it. But we're not going there to grab some jerseys. I'm not going there to shake his hand, which of course will happen anyway. However, he's a great footballing legend."
Liverpool last won the Champions League in 2005 - famously overcoming AC Milan in Istanbul.