Klinger was born in Leipzig, Germany to a wealthy and prominent family. He enrolled in the Academy of Fine Arts in Karlsruhe in 1874 where he was a pupil of Karl (or Carl) Gussow. When Gussow left Karlsruhe to become the Director of the Academy of Fine Arts in Berlin, Klinger moved to Berlin as well to complete his studies there. Klinger shared a studio with Christian Krohg and the two had a mutual admiration for French naturalist authors like Émile Zola and Gustave Flaubert, who explored the shadowy aspects of urban life and the hypocrisy of society and the bourgeoisie in their novels. At that time realism was the prevailing style in Germany and Arnold Böcklin was one of the few artist active there that Klinger felt a close affinity to. Klinger graduated from the Academy in 1877. He was drawn to and studied the etchings and prints of many masters that were more aligned with his sensibilities including Dürer, Rembrandt, Goya, Runge, Menzel, and Rops. He begin an apprenticeship studying engraving under Hermann Sagert and soon became a skilled and imaginative engraver in his own right. Klinger visited Brussels for a time in 1879, and the following year he spent time in Munich. He was achieving some notoriety with his pen and ink drawings and prints when in 1881 he published two sets of etchings, including "Paraphrase on the Finding of a Glove", which was an immediate success and established his reputation.