The Liverpool manager has made one previous visit to the stadium for the 2013 Champions League final with Borussia Dortmund and is looking forward to returning.
Liverpool manager Jurgen Klopp says Wembley is a "cool" place to play football after his side booked a place in the League Cup final on Tuesday night.
The Reds won the first leg of their semifinal 1-0, but Marko Arnautovic's strike at Anfield leveled the tie at 1-1 and neither side could find a winning goal in extra time.
As a result, the game went to penalties.