He married pianist Berit Winderen [nl] (10 February 1878 – 23 September 1964) and they had four children.
[2] Throughout his early childhood he was tutored with a firm hand by his father, the organist Andreas Johan Julius Klewe (1832–1903).
The strictness of his training is exemplified by the fact that he was not allowed to play anything other than the works of Johann Sebastian Bach until he was sixteen.
For the next three years his musical training was undertaken by Otto Winter-Hjelm, after which he studied in Berlin under Oscar Raif [nl] and the brothers Xaver and Philipp Scharwenka.
[3] That same year, he married Berit Winderen, a student of Teresa Carreño, and made numerous concert appearances together, both in Norway and abroad.