After studying painting at the Rhode Island School of Design, he moved into the field of photography. Klein shot high-profile advertising campaigns for various clients including Calvin Klein, D&G, Alexander McQueen and Nike and is a regular contributor to magazines including American and Paris Vogue, i-D, Numéro, W and Arena.

His work has featured in numerous exhibitions, most recently at the Gagosian Gallery, California and the Brancolini Grimaldi Gallery in Florence. Klein is well known for his W Magazine editorials with Madonna,Tom Ford,Brad Pitt and numerous others.

He often works with lighting director David Devlin. He shot the promotional pictures -including the album cover- of Britney Spears' third studio album, Britney.

In 2003, Klein collaborated with Madonna, creating an exhibition installation named X-STaTIC PRO=CeSS. It included photography from the photoshoot in W Magazine and seven video segments. The installation ran from March 28 to May 3, 2003 in New York gallery, Deitch Projects, it then travelled the world in an edited form.

The title of the exhibition comes from a song called "X-Static Process" on Madonna's 2003 album American Life.

A coffee table book was also released to accompany the exhibition which retailed for $350 and limited to 1000 copies. The book was designed by Giovanni Bianco and was hand-bound and printed in Italy on customized paper with brushed cotton paper slipcase.

Madonna later used video from the exhibition in her 2004 Re-Invention World Tour during the performances of "The Beast Within" and "Vogue". Madonna has become a frequent collaborator with Klein, having used his photography on the albums Confessions on a Dance Floor and Hard Candy.

He has also contributed videos to her 2006 Confessions Tour and various magazine photo shoots

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