Klinger was born in Leipzig and studied in Karlsruhe. An admirer of the etchings of Menzel and Goya, he shortly became a skilled and imaginative engraver in his own right. He began creating sculptures in the early 1880s. From 1883–1893 he lived in Rome, and became increasingly influenced by the Italian Renaissance and antiquity.
His best known work is a series of ten etchings entitled Paraphrase on the Finding of a Glove (printed 1881). These pictures were based on images which came to Klinger in dreams after finding a glove at an ice-skating rink. In the leitmotivic device of a glove—belonging to a woman whose face we never see—Klinger anticipated the research of Freud and Krafft-Ebing on fetish objects. In this case, the glove becomes a symbol for the artists romantic yearnings, finding itself, in each plate, in different dramatic situations, and performing the role that we might expect the figure of the beloved herself to fulfil. Semioticians have also seen in the symbol of the glove an example of a sliding signifier, or signifier without signified—in this case, the identity of the woman which Klinger is careful to conceal. The plates suggest various psychological states or existential crises faced by the artist protagonist (who bears a striking resemblance to the young Klinger).