Klein worked for the National Film Board of Canada (NFB) in Montreal as a director and producer in the late 1960s. Between that time and the late 1980s, she made dozens of films there. In 1975, she joined Studio D, the NFB's women's section, which was the first government-funded film studio dedicated to women filmmakers in the world. She was also part of the NFB's Challenge for Change citizen media project. In 1981, Klein made what is probably her best-known film, the anti-pornography documentary Not a Love Story. It went on to become one of the most popular and commercially successful films the NFB ever made.

In 2004, Klein shot a production about disability and art for the NFB. Shameless: The ART of Disability was released in 2006. Klein is featured in the film, along with poet and writer Catherine Frazee, humourist David Roche, dancer and choreographer Geoff McMurchy, and writer and artist Persimmon Blackbridge. Vancouver musician Veda Hille contributed music for the film.