Klüft comes from a family with sporting traditions: her father Johnny played professional football in the Swedish Allsvenskan and her mother was an international long jumper. She started out playing football herself but took up athletics at the age of twelve. She has described being subjected to bullying at school after moving to Växjö and subsequently using her athletic prowess to gain respect. Klüft took up the heptathlon in 2000 after coach Agne Bergvall suggested she had a future in it. Bergvall has been her main coach ever since.