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The Reds finished second behind Manchester City in the Premier League last season, with the title race coming down to the final day.
Liverpool also won both domestic cup competitions, beating Chelsea on penalties on each occasion at Wembley Stadium.
However, their season ended in disappointment when their league heartbreak was followed by a 1-0 defeat to Real Madrid in Paris.
That match was marred by an incident outside Stade de France, where Liverpool fans were accused of using fake tickets to access the ground and subsequently caused a bottleneck that resulted in riot police firing tear gas at spectators attempting to gain entry.
Liverpool's fans have since been cleared of any wrongdoing, and Klopp wanted to signal out the day after the UEFA Champions League final, when the Reds paraded the FA Cup and Carabao Cup through the city, as the highlight of the year.
"From a sports point of view, 2022 was a pretty successful year I would say. It started with the EFL Cup final. The FA Cup final was special, I enjoyed it so much," he said in a video.
"Then the league was pretty spectacular. We were close again, I know that's not that much appreciated, I get that, when you come close.
"But from a coach's point of view I am pretty proud of that.
"The [UEFA] Champions League final, [Real Madrid goalkeeper Thibaut] Courtois had a pretty good day. We did quite well but it didn't feel [right] that night, it didn't feel for different reasons which we didn't know exactly directly after the game when we were already down.
"But when we heard the stories from our families what happened around the stadium, it was a clear it was a special night for the wrong reasons. So it will not be a Champions League final we will remember for the rest of our lives.
"What we will remember for the rest of our lives was the day after the [UEFA] Champions League final. You give your absolutely everything and you get a lot but not everything.
"If that's not worth a celebration, it would be the worst sign you can give to the outside world.
"That's why we celebrated two cup competitions, two cup wins, two big, big campaigns and that we are together and we are alive and we love each other.
“This club is so special and if anybody didn't know it before, this day was proof of that. It was outstanding, I have no words for it. Now when I am speaking about it I get goosebumps."
Liverpool restarts its season with a trip to Aston Villa on Boxing Day.