The Republic of Ireland international is firmly No.2 goalkeeper at Anfield behind Alisson Becker.
Kelleher has only played a total of 16 games for the Reds.
However, the majority of those outings have been in cup competitions.
On the road to Wembley, the 23-year-old missed two games due to unavailability.
But he was in between the posts for the 2-0 semi-final second-leg victory at Arsenal which secured Liverpool's spot at the national stadium.
Klopp would have been well within his right to play first-choice keeper Alisson against Chelsea.
But the Liverpool boss has been steadfast all along that he will be showing his faith in Kelleher.
Klopp said: “Caoimh is an exceptional goalkeeper and we want to keep him here and for that, he needs games.
“These games are his competition and there’s no chance of him not playing.
“It’s just a thing we have to do because of the quality Caoimh has. We want to keep him as long as somehow possible, knowing that, from our point of view, the best goalkeeper in the world (Alisson) is our number one.
“As always, if it works out, then it’s all about Caoimh. If it doesn’t work out, then it’s all about me. It’s as easy as that, and I take it.”