Klein moved to Rome in 1819. He became a member of the German artist circle in the city. His work often features animals such as horses and oxen in rural settings. Ossen en een paard bij de hoefsmid demonstrates his skill in depicting textures and animal forms. Klein worked primarily in etching and watercolour. His style aligns with the Biedermeier movement through its attention to domestic and rural detail. Pieces like Spanish Pilgrim at Saint Peter's Festival in Rome show his interest in the people he encountered during his travels.

Modern collectors appreciate the historical documentation found in Klein's prints. Works like The Artists on Their Journey and Saxon Wagon offer a clear view of 19th-century transport and travel. His compositions avoid dramatic exaggeration. They provide a calm and factual record of a world before industrialisation. The technical precision of his etchings makes them suitable for contemporary interiors that value clarity and historical character.