Rudi Klein was born in 1991 in Makinsk, Kazakhstan. He spent his early childhood in a suburb of Stuttgart. From 2015 to 2019, he studied acting at the Folkwang University of the Arts in Essen/Bochum. During his studies, he already appeared on stage at the Schauspielhaus Bochum in Jugend ohne Gott (directed by Martina von Boxen) and at the Theater am Depot Dortmund in Elektra (directed by Remo Philipp). He also performed at Zeche 1 (a venue of Schauspielhaus Bochum) in the production Alles weitere kennen Sie aus dem Kino (directed by Thomas Dannemann).

He completed his studies with a self-written solo project titled Tote gehen nicht ins Kino, for which Rudi Klein, together with his fellow students Leo Meier and Yannik Heckmann, received the Folkwang Prize and was invited to perform at the Ruhrfestspiele in Recklinghausen.

Since graduating, Rudi Klein has worked as a radio play author and freelance actor at various theaters across Germany, including Theater Erlangen, Toppler Theater in Rothenburg o.d.T., the Gandersheimer Domfestspiele, and Schauspiel Duisburg.

Since the 2023/2024 season, Rudi Klein has been a member of the ensemble at the Mecklenburg State Theatre.