Dortmund will play either VfL Wolfsburg or third-division giant-killers Arminia Bielefeld, at Berlin's Olympic Stadium on May 30.
Borussia knocked out Bayern with a 2-0 win in the penalty shoot-out after Tuesday's semi-final finished 1-1 after extra-time in Munich.
The Berlin final will be Klopp's final appearance as Dortmund's head coach after seven successful years.
They won the 2011 and 2012 league titles, before finishing runners-up to Bayern for the last two years, and reached the 2013 Champions League final.
It will be the third time in four years that Dortmund have reached the cup final under Klopp having routed Bayern 5-2 in the 2012 final before losing 2-0 to the Bavarians last year after extra-time.
“We want to bring the cup back to Dortmund,” said Klopp, after Bayern missed all four of their spot-kicks in the Munich shoot-out.
“I wanted to go back to Berlin again, it's something I had been thinking about, but you don't need to talk about me at the moment.”
When he announced he was leaving a fortnight ago, Klopp said he wanted one last title and another trip on an open-air bus along the Borsigplatz in Dortmund's city centre to celebrate with their fans.
“That would be a wonderful, but deserved send-off,” said Dortmund's director of sport Michael Zorc in the direction of his coach.
While the Dortmund squad sported “Berlin, here we come” T-shirts after their Allianz Arena triumph, Klopp singled out Borussia's Australia goalkeeper Mitchell Langerak for praise.
“In games like that you need big moments and an exceptional performance in goal. He was superb,” said Klopp, as Lagerak stepped in to replace injured first-choice Roman Weidenfeller.
The 26-year-old Socceroo was described by Dortmund's veteran midfielder Sebastian Kehl as “our hero”.
“Who would have thought last December that we'd reach the final,” added Kehl after Dortmund finished 2014 in the Bundesliga's relegation places and dropped to bottom in February after a dire series of results.
With four games left, the 2013 Champions League finalists could finish in the German league's top six to qualify for the Europa League next season.
They have four league games before the Berlin final against at Hoffenheim, who are also challenging for Europe, mid-table Hertha Berlin, second-placed VfL Wolfsburg and Werder Bremen.
“We have grown up a bit, but now we have to keep the tension in our game,” said Dortmund's Germany winger Marco Reus.– AFP
Original source: Perfect Dortmund send off for Klopp?