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Published 13:42 17 May 2016 BST
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The 28-year-old was part of the Liverpool side that lost the Capital One Cup final to Manchester City on penalties back in February.
And Lallana, speaking to The Guardian, reveals the words from Klopp that have stayed with him throughout the season.
“In the team meeting before he said: ‘This will be the first of many finals we will have together.’ The way he said it, the words he used, you just believed there would be more finals, whether it was this year, next year or whenever. "Three months later we are in another cup final. There is no luck in that. It just shows you his confidence and self-belief and I think that rubs off on the lads, subconsciously or not. ‘The first of many finals,’ he said, and it just stuck in my mind from the moment he said it. He said we would use the experience whether we won at Wembley or not. "We were on the losing side that day but I certainly learned from it and I’m sure the other players did too. We will be better for it and more prepared for this final.”Lallana, like many of his team-mates, has also got his ear burned by the animated German on the sideline.
The former Southampton man explains his strategy for dealing with sideline commands, especially when he doesn't always understand what his boss is trying to communicate.
"He was shouting at me to be more compact against Chelsea. The worst thing you can do in that situation is gesture ‘What do you mean?’ or dismiss it. The best thing is to just nod your head even if you don’t understand what he’s saying. “I made the mistake of saying I couldn’t hear him away at Leicester and that didn’t help but after the game he will always explain he was just trying to help you.”

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