Klein was born in New York City, and moved to Westchester County, New York when he was in eight years old. During high school, he attended Horace Mann School in New York City. He graduated from Yale University in 1990. He attended Stanford Graduate School of Business (class of 1996) but dropped out of school to run his first software startup company, Release Software, in 1996.

Books in order of publication:

Switchback 2006
Con Ed2007
No Way Back2015