Klopp, 45, said: "Football is a religion in Dortmund. Bayern may have won a lot of fans and a lot of trophies because of the incredible number of good decisions they have made, but now there is another story. Along has come another club that is pretty good as well.
"We do have money to get good players. But there are other clubs who can spend more money. We have to take a different position."
That is because in 2005, just eight years after their only Champions League success,
Dortmund almost went bankrupt,
a situation Klopp knows will not be allowed to happen again.
Champions League final: Germany's greatest football triumphs
"The club could have ended as a fiasco," he said. "The stadium might have been turned into a monument. Instead, it has risen from the ashes."
After being drawn in what was regarded as the toughest group in the Champions League, alongside the Spanish, English and Dutch champions, Klopp's men progressed as group winners, leaving Real Madrid in second spot, relegating Ajax to the Europa League and knocking Manchester City out of European competition altogether.
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