At the European Championships, he was the individual champion in 1967, 1973, and 1985 and rode on seven winning West German teams (1965, 1973, 1983, 1985, and others) . Klimke also competed in eventing early in his career. He was a member of the winning West German three-day event team at the 1959 European Championships, and finished 18th in individual eventing at the 1960 Summer Olympics, making him the best German combination. He also won a Grand Prix show jumping competition in Berlin.