Klein was last seen while she and her family were camping at a campground approximately ten miles north of Moab, Utah. Klein was playing in the sand by the river with her parents and older brother when her father went back to their camper to retrieve something. There was a dogfight while he was gone and everyone was watching the dogs. While Klein's mother and brother were distracted, Klein disappeared.

Klein has never been heard from again. Her parents cannot recall anyone at the campground being interviewed about her disappearance. Many of the guests were transients who could not be found later. There was an old car parked between Klein's camper and the river at the time Klein disappeared; it is unknown if the vehicle had anything to do with her disappearance. It's possible that Klein fell into the river and drowned, but her body has never been recovered. Her case remains unsolved.