In 2004 Klein appears twice in the Season 2 "Wayne Brady Show" episode of Chappelle's Show: first, in the boardroom to inform Dave of how replaceable he is on the show, and later she along with Neal Brennan are gassed by Chappelle "in the wings" just before Chappelle confronts Wayne Brady to take his show back.
In 2009, she wrote and co-starred in Michael and Michael Have Issues on Comedy Central. She also worked as a Writer on Saturday Night Live during the 2009-2010 season.
Klein made her first-time appearance as a panelist on NPR's comedy-news quiz show Wait Wait... Don't Tell Me! on June 25, 2011. She was the first female guest host of the program on March 11, 2017.
Klein released her debut book in July 2016, You'll Grow Out of It, which became a New York Times best seller.
She appears in the 2017 animated sitcom Big Mouth.
