Zhou had always trailed the German, and after five rounds Zhou was only 0.15 points behind.
However, in the last round, Klein made an almost perfect dive which scored 108.30, the highest during the final, to claim the first gold for Germany.
"I tried to keep calm and focus on the dive itself," said the 23-year-old. "I am happy that the performance was quite good."
Lin Yue of China, bronze medalist in the event at 2007 Melbourne worlds, was not in form and finished fourth.
"My performance was just average, due to having a little pressure from competing in my own country," Lin said. "I didn't do well on the last dive, though I tried my best."
"Klein did fantastically today," added Lin. "I had met him before, when he was already a good diver. Now he is even better."
(Xinhua News Agency February 25, 2008)