The champion was feeling a mixture of relief and after the tense sudden death.
"It was nerve-wracking especially after my first drive which went way left. I hung in there. He just missed his chance to win and then I finally got home.
"[On the final hole of the playoff] I slightly chunked a six iron and then had a putt that I knew really well, I've had that putt a few times before and I was pretty confident I'd make it."
The shortest hitter of the three players by some distance played his own game and carded a four-under par 68 to keep Fox (67) and Pender (68) at bay for most of the afternoon.
He held a two shot lead over Fox and Pender with four holes to play. But both of the challenging players both made birdie on the 15th and 16th to have scores in the lead group tied on 13 under par with two holes remaining.
Pender bogeyed the penultimate hole to trail by one down the last. Fox had the best chance to win the tournament in regulation with an eagle putt from eight feet but it came up short so the pair was tied on 14 under after 72 holes of Stroke Play.
Fox had another good chance to win on the second playoff hole but his putt from 10 feet sat on the lip.
The former New Zealand amateur rep hit his third tee shot down 18 way left and Klein made no mistake with his birdie chance to seal the win.
He came to the New Plymouth on the back of a nine under 63 to win the Hawera Pro-Am and the hot scoring has come down to a change it putter.
Klein claims the lion's share of the $40,000 prize purse on offer at the New Plymouth Golf Club.
Local legend Grant Moorhead finished alone in fourth place while reigning Carrus Tauranga Open champion Jim Cusdin and 2011 Taranaki Open champion Joshua Carmichael shared fifth place.
Royal Auckland golfer Fraser Wilkin claimed the amateur title from Craig Hamilton (Omanu) by five shots.
Pre-tournament favourite Mark Brown bounced back in the final round with a three-under 69 to climb to tied 10th.
Meanwhile, in the women's division defending champion Emily Perry won by 13 shots after a two-over par 74 in the final round.
She was delighted to win another title and get the ideal confidence boost ahead of the Queen Sirikit Cup in two weeks' time.
Perry held a 10-shot lead heading into the final round but was focused on setting her own standards.
"It was comfortable. I played really well on the front nine and then I had a few loose shots on the front nine but I tried to keep the pressure on myself and play the golf I wanted to."