Klein was banned for six months and fined $10,000 by the Association of Tennis Professionals (ATP) after making a racial slur against South African Raven Klaasen during an event in England in June.
The 19-year-old said he had learned a difficult lesson but was confident the counselling would help him control his temper.
"I've definitely learned a lot," he said. "When I come back, my behaviour is going to be 10 times better."
He was also suspended from the Australian Institute of Sport and had his funding grants cut off but was promised a two-month reduction on his ban if he completed the sensitivity course.

Lippi has no time for pundits’ questions
»Marcello Lippi has ruled out returning to club coaching when his stint as Italy boss is up.
"I say this officially -- after my experience with the national team you will never see me coach a club again," Lippi told Swiss media expert and freelance journalist Klaus Davi.
"In part it's because I couldn't be there answering the pundits' questions for half an hour after a match that has not gone well," he added in an interview broadcast on the internet.
The 61-year-old took over the national team in 2004 and led them to World Cup victory two years later after having proven he was a winner in two successful stints at Juventus.  He quit after the 2006 triumph in Germany but returned to replace Roberto Donadoni after the Azzurri's poor showing at Euro 2008.

Fake injury scandal claims one more victim
»Harlequins Rugby Club chairman Charles Jillings has resigned after accepting responsibility for the faked injury scandal which has disgraced the English Premiership team.
Former Harlequins director of rugby Dean Richards was banned from coaching in Europe for three years and winger Tom Williams suspended for four months after a fabricated blood injury to Williams during a Heineken Cup quarterfinal against Leinster in April.
Williams left the field with fake blood dripping from his mouth so that specialist kicker Nick Evans could return to the field in the closing stages with Harlequins narrowly behind.
"Harlequins acknowledge that we failed to control Dean Richards," Jillings said in a statement on Friday. "As a result of the board's failure to control Dean, the club cheated."
Harlequins were fined 300,000 euros ($430,800).
Chinese official blasts big-headed cagers
»China failed to win the Asian basketball title because the team had become too big-headed after last year's Beijing Olympics and over-reliant on the leadership of Yao Ming, an official told state media.
Playing without injured Houston Rockets center Yao, China were easily defeated by a lively Iran team in the final earlier this month.
"The loss at the Asian Championships was not an accident. It was an alarm which made us aware of the crisis," China Basketball Association vice director Hu Jiashi told Friday's People's Daily.  "The first problem is some of the players became complacent after the Olympics. They have developed an arrogant and spoiled attitude." China finished eighth at the Olympics.

Facing the music, the Brazilian way
»Two armed officials of Brazilian second division club Portuguesa accompanied by bodyguards threatened the players after a defeat last week, sparking coach Rene Simoes' resignation on Wednesday.
Simoes said that on Tuesday night, after the Sao Paulo-based team lost 2-1 to Vila Nova, the men burst into the changing room with guns in their belts and slammed the players for allowing the team to drop six points behind the promotion places.
"They were four armed men and one appeared to be the boss," Simoes told reporters.

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