This has already been a season like no other for the Reds, and they have a chance to end it in style.
The focus has been on the final of the European competition since the end of the season, when everyone at the club realised their hopes of a quadruple were gone.
The important thing was that there was still one more game to go.
We have seen it for the past 10 months, so we already know what to expect from the side in Paris.
To win the Carabao Cup, FA Cup and push Manchester City all the way in the league, they need the same outlook that has brought them so many victories this season - a calmness and belief that their quality will get them over the line in the end.
There were a lot of reasons why people doubted that they would win anything this season, but now they are.
It's not unusual for a great team to go through periods of adversity and that's what happened to the Reds a year ago, at the end of a disappointing and injury-plagued campaign.
It has set them up for what they have achieved this season too, even though they almost didn't get a chance to go for a quadruple.
The quality of the team is what makes them a good bet to go for the title and to be in the playoffs.
They wouldn't have made it into the top four if it wasn't for Alisson's 95th-minute winner against West Brom.
It was almost written in the stars that the Brazil goalkeeper would do something amazing like that, after his father died in a tragic accident a few weeks earlier.
There was more to their story than just that moment. The last 10 league games were the key to the revival of that campaign, as the Reds won eight and drew two of them.
The revival was sparked by the decision to move Fabinho from a makeshift defender role to a position in the middle of the field. It worked well.
The mood around the club changed after that run of results. The way the fans were thinking was affected by it.
They turned up for the start of the season expecting the same results and performances, and the team have delivered.
In August, I didn't think that they would win both domestic cups.
In the early stages of both the FA Cup and League Cup, it was the same as when he arrived at the club in 2015.
He put young sides out, but they got through each round, and he got a bit lucky with the draws along the way.
There were still some big hurdles to overcome. They beat City on the way to winning the FA Cup and had to beat Chelsea in the finals.
He didn't go into this season and announce that he was going for everything. Sometimes the way it fell works out great.
They have proved a lot of people wrong, and it was the same in the premier league.
I didn't put them in the hunt for the title before the season started because I thought January would be too big of a problem.
I wasn't sure if we would see the best of van Dijk when he came back from his injury.
I don't think anyone imagined him playing so many games. When a centre-half has been rested, it has usually been Matip or Konate - Van Dijk has been just as awesome a presence as he was before.
You have to give a lot of credit to the staff of Klopp and his team for managing Van Dijk's return, but he should also be given some credit because he said he wouldn't play for the Netherlands in the European Championship in order to focus on his recovery.
He wanted to be ready for the season. What a crucial decision that was.
It has been shown that the ability to manage his squad and rest players at key times has been important in landing so many trophies this season.
I don't think people appreciated how deep he was.
Maybe it was because we were yet to see the very best of Thiago, but it was a potential problem because of the departure of Wijdum.
It was also his injury record that was the reason for that. He was always fit and available for every game, while everyone else missed matches.
When he left, it felt like they lost their mainstay, but in the end, it didn't matter.
In January and February, they won all six games they played, even though they had two players away at the African Cup of Nations.
Can you imagine the buzz in the dressing room when those two came back after that period? Everyone would have thought that we were going to kick on even more.
I think the team has been evolving anyway, even though the signing of Luis Diaz in January turned out to be another masterstroke.
It felt as if they had to be the dominant side in order to succeed. They have different ways to win games.
They can play open, expansive football when it works, but they can also be a counter-attacking side or even be defensive when needed.
The ability to squeeze the pitch and condense the play into the areas they want has been noticed more this season. Their ability to catch the opposition off guard is amazing.
Alisson is one of the reasons that it works so well - if people beat their offside trap, they can rely on him being incredible in one-on-one situations.
It still takes bravery to set up like that, and leave yourself open, but that's what they're happy to do.
It is part of what makes them a great team - they have got a good sense of risk and they are willing to take it in order to win a game.
If the goals don't come or things don't go their way, they don't panic because they have patience as well.
The fans are the same. I noticed a change in their attitude a few years ago, when they came back from a goal down to win.
They expect the team to find an answer, like they did in winning their final four league games of the season.
Even though City were a long way in front in January, no-one gave up on the title because of the calmness about this side.
The gap was 14 points, but it was a little less than that because of the two games in hand.
It was a great achievement to take City to the final day of the season and make up for eight points.
It didn't happen for them on Sunday, but they were able to take care of their own business and beat Wolves.
They are very good at that. This has already been a season beyond expectations and I don't think anyone would be surprised if they finish it off by beating Real Madrid.
Chris Bevan was speaking to Stephen Warnock.
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