Born to a Jewish family in Aracati, he grew up in the nearby city of Fortaleza, where he began to study piano at the Conservatorio Alberto Nepomuceno, which was founded by his father.
At the age of thirteen he temporarily left classical music and set up a jazz trio with his friends[1] Dinarte Rodrigues (on guitar) and Breno Porto (on drums).
The trio began to perform once a week on Radio Jornal do Brasil, starting in 1946.
In 1948 Klein returned to classical music and studied with William Kapell in New York City and with Bruno Seidlhofer in Vienna.
He formed a duo with violinist Salvatore Accardo and performed with pianist Friedrich Gulda.