Klein married textile designer Jayne Centre in 1964 and had a daughter together- Marci who now works are a Talent Producer for NBC's Saturday Night Live. They divorced in 1974.
Klein then married his assistant Kelly Rector in September 1986 in Rome while they were on a buying trip in Italy. She later became renowned as a socialite photographer.
They separated in 1996 and divorced in 2006.
In 2003, he bought an ocean front estate in Southampton, New York and had it demolished to replace it with a $75 million glass and concrete mansion.
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