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Jurgen Klopp's men missed out on a first league title in 29 years after being edged out by defending champions Manchester City by just one point but will travel to Madrid for the June 1 European final as favourites.
Midfielder Wijnaldum told liverpoolfc.com that the club wanted silverware to show for a stunning season in which they finished with 97 points -- the third-highest total in Premier League history.
"Overall, I think we had a good season and now is the challenge to finish with a title to make the season complete," said the 28-year-old, who scored twice in Liverpool's jaw-dropping 4-0 victory against Barcelona in the second leg of the Champions League semi-final.
"It would be really sad if we finish the season without a title, especially because I think we were quite consistent this season and we did so good. I think this season deserves one."
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Wijnaldum said Liverpool did not have matters in their own hands at the end of the thrilling title race but are back in control with just the Champions League final to come against domestic rivals Spurs.
"It would be really special, especially because this season deserves an end like that," he said, referring to the chance to sign off with a sixth European Cup.
"We're going to do everything to bring it to that end, but it's going to be tough."