Kleist was known for his unique narrative style, which often incorporated elements of irony, surprise, and paradox. His works often grapple with profound existential questions and the crises of personal identity.

He ended his own life in a suicide pact with a terminally ill friend, Henriette Vogel. On November 21, 1811, Kleist and Vogel shared a last meal together on the shores of the Kleiner Wannsee near Berlin, then Kleist shot Vogel at her request and then turned the pistol on himself.