The Premier League club had a shot at winning four trophies in the one season two years ago after defeating Chelsea - their opponents in next month's final - at Wembley.
But they had to settle for a domestic Cup double, after also defeating Chelsea in the FA Cup final, with the Reds narrowly beaten to the Premier League title by Manchester City on the last day of the season and losing to Real Madrid in the Champions League final.
Liverpool are competing on four fronts again this season, with Klopp's men five points clear at the top of the Premier League and into the last 16 of the Europa League as they prepare for Sunday's FA Cup fourth-round tie at home to second-tier Norwich.
"I didn't think about it to be honest because we are far off having 'four finals'," Klopp said Thursday, less than 24 hours after Liverpool's 3-2 aggregate League Cup semi-final win over Fulham.
"We have qualified for one. It makes no sense to plan the next one before you have played the first one."
The German added: "It's very unlikely we reach all three finals, it's just the nature of it."
Klopp, meanwhile, tried to defuse a potential club versus country row involving Liverpool and Egypt's Mohamed Salah heading back to England from the Africa Cup of Nations.
The forward has returned to England for treatment on a hamstring tear to give him what Liverpool hope will be the best chance to be available for the Africa Cup of Nations final, should Egypt be involved in the February 11th showpiece in Abidjan.
However, there were reports that Klopp providing an update on Salah's fitness has caused problems for Egypt officials who wanted to make a similar announcement themselves.
Klopp stressed he had not "intentionally" spoken out of turn, with both Liverpool and Egypt keen to uphold Salah's best interests.
"Most people in Egypt understand the situation because we have exactly the same target as Egypt - make Mo fit as quick as possible," he added.
"That's all we want and that's how it always is. If a player is injured we try everything to help him to get fit as quick as possible.
"All parties agreed that it makes sense he is doing rehab here. We have a season to play so we want him fit but if he is fit earlier then as long as Egypt is still in the tournament he will go back, that is clear. Then it's a win-win."
