Klopp picked the Irishman ahead of regular number one Alisson Becker and stuck with him for the penalty shootout after a pulsating game ended goalless after extra-time at the Wembley Stadium.
Kelleher produced a number of fine stops in regulation time and even though he could not save a penalty in the shootout, it was his spot kick which proved to be the clincher after Kepa Arrizabalaga blazed over when goalkeepers were required to step up.
"I think even in professional football, there should be some space for sentiment, to be honest," Klopp told Sky Sports.
"He is a young boy, we ask him to do a lot in the competition to get us to the final, and then I [should] tell him 'you won't play'?
"I'm two things, a professional football manager and a human being, and the human being won.
"It's so nice that it paid off, he deserves it.
"When I told Ali [regular goalkeeper Allison] that he would not play, at the training centre we have a wall showing all the goalkeepers are who won something [in the club's history]. He said 'great, let's win and put Caoimhin on there as well!'
"That's exactly how it should be, it's absolutely great."
Liverpool are now the most successful club in the history of the Carabao Cup with nine titles.