The title race has been reignited after second half goals from Diogo Jota and substitute Roberto Firmino put Arsenal to the sword at the Emirates Stadium.
Liverpool have now won each of their last nine league matches and are the most in-form team in the Premier League.
Klopp's side have momentum on their side ahead of a pivotal meeting with Manchester City next month.
"It's really special," Klopp told Sky Sports after beating Arsenal.
"Coming here in our situation, and their situation, and not having a brilliant first half and then turning the game in the right direction is pretty special.
"You have to be on your toes because they are a proper threat."
"We have had a good period," he added. "We are one point behind but the only thing we can do is win football games. No game is easy in this incredible league and we have to keep going.
"The only thing I'm really interested in is how we can prepare for the next game, how we can get through this. It's so difficult – I think it's game number 13 since we met Arsenal in the Carabao Cup. For them, it's seven – that's six more games for us. We don't complain about it, we wanted it like this. Let's see how it goes.
"In 10 years, do you think somebody will say you should be proud [of finishing second by one point]? Probably not. We know we have a special group here and we're trying to squeeze everything we can out of the situation."
