Klein started in September 1994 in the youth team for LASK Linz. He was promoted to the senior team in July 2004 . He played on loan for FC Blau-Weiß Linz in the 2003/2004 season and returned to LASK Linz after the end of the season. After 163 games in 14 years for LASK he signed with Austria Wien on 30 April 2009. In 2012 he went to FC Red Bull Salzburg.