Klein was born in London, England to Herman Klein and his wife Adelaide (née Soman). Apparently, the elder Klein emigrated from Riga, Lativa.^[1] Once in Norwich, Hermann became a professor of foreign languages at the King Edward VI Grammar School, and Adelaide taught dance.^[2] The younger Klein's five brothers included Max, a violinist; Manuel, a composer; Herman, a music critic and music teacher;^[3] Alfred, an actor; and Philip. They had a sister, Adelaide.^[4] He was educated at North London College.