The Wildcats beat one of the newcomers in their conference.
Only a few minutes after No. 1 Alabama lost, Klein threw a 62-yard pass to set up the first of his two touchdown runs and the Wildcats went on to a 23-10 victory Saturday night at TCU.
"I have no thoughts about it whatsoever," said coach Bill Snyder, who claimed he didn't even know about Alabama's loss until getting in the locker room after the game.
"I just found out. My reaction was, 'Wow!'," said Anthony Cantele, who kicked three field goals. "It doesn't change what we're going to do. ... We'll enjoy it for what it is, and get back to work."
Kansas State's game had just started and Klein already had a rare turnover when SEC newcomer and former Big 12 team Texas A&M finished off its 29-24 victory at Alabama, the top team in the BCS standings and AP poll.
Kansas State, 10-0 for only the second time under Snyder, was already No. 2 in the BCS standings, one spot ahead of Oregon. The Ducks, No. 2 in the AP poll, played California later Saturday night.
"We still have a lot of things to accomplish. So as far as the rankings, we don't pay too much attention to that, because we obviously have a lot of work to do," defensive back Jarard Milo said. "We've just got to keep working and doing what we're doing as K-State."
Kansas State plays next Saturday night at Baylor, then has a week off before ending the regular season at home against 19th-ranked Texas.
Klein's third interception of the season came on only the fourth play against TCU (6-4, 3-4), which is in its first Big 12 season. Freshman defensive end Devonte Fields was back in coverage when he made a diving grab for his first career pick.
The Horned Frogs failed to take advantage by going three-and-out.
By time they got the ball back, they were trailing for good and on way to their third consecutive home loss, all to Big 12 teams. It is the first time since 1997 they have lost three consecutive home games in the same season.
"There is a very fine line, and that is a team that can play for a national championship," said TCU coach Gary Patterson, who faced his alma mater for the first time.
It was during the timeout for the change of possession after TCU's punt that Alabama's game ended.
Klein's next play was his 62-yard pass to Chris Harper, who got an extra 15 yards or so on the play dragging defenders after making the catch near midfield. That drive ended with the Heisman Trophy hopeful quarterback running for a 7-yard TD.
When TCU punted again, Tremaine Thompson had a 33-yard punt return to the Frogs 41. The first of Cantele's three field goals, a 41-yarder, made it 10-0.
But outside of the long pass and two TD runs, including a nifty 34-yarder in the third quarter that gave him 19 for the season, it wasn't Klein's best game statistically.
The senior quarterback was sacked a season-high three times while completing 12 of 21 passes for 145 yards. He had 15 carries for 50 yards.
"He played reasonably well. He made the plays he had to make in the game, but we were probably a little conservative for him," said Snyder, adding that it was because of TCU's defense. "We could have given him more chances than what we did. He managed the game as he always does."
Klein wasn't made available for interviews after the game.
Patterson, TCU's winningest coach with 115 wins in 12 seasons, started his coaching career as a K-State graduate assistant in 1982, long before Snyder got there, and was part of the Wildcats' first bowl team. He played there the previous two seasons, as a safety and linebacker who saw a lot of action on scout teams and a little on special teams.
Kansas State was the highest-ranked team to play in Fort Worth since 1970, when No. 2 Texas beat the Horned Frogs 58-0.
TCU didn't score until against the Wildcats until Jaden Oberkrom's 35-yard field goal with 6:59 left. Oberkrom was wide right on a 45-yard attempt at the start of the second quarter.
Trevone Boykin threw a 19-yard TD to Brandon Carter with 47 seconds left in the game.
Kansas State led 13-0 after Cantele made a 20-yard field goal with 28 seconds left in the first half. That came after Deante Gray tried to field a punt that sailed over his head, and it was recovered at the Frogs 5.
The Wildcats had yet another scoring chance before halftime when Ty Zimmerman returned an interception 30 yards to the TCU 31. But Cantele was wide right on a 48-yard field goal attempt on the final play of the half.
The Frogs have scored in 252 consecutive games since Nov. 16, 1991, the third-longest such streak in the nation behind Michigan (347) and Florida (307). Kansas State's streak of 200 games in a row is the eighth-longest in the nation.