With less than ten minutes left, Euro 2008 finalists Germany were looking down the barrel of a defeat orchestrated by Finland's former Liverpool forward Daniel Sjolund who had put his side 3-2 ahead early in the second-half.
Despite recent criticism in the German press for his lack of goals for Bayern Munich, 30-year-old Klose silenced his critics with three goals to give Germany a point in their quest to reach the next World Cup in South Africa.
"That is football, I never let my head drop, I knew what I can do. If I kept working, I knew it would work itself out," said Klose, who took his 84th cap.
But there can be no doubt Klose's goals got Germany off the hook.
"After a game like that, we have to be disappointed, we had a huge chance to win the game," said Finland striker Mikael Forssell.
Germany came to Helsinki as odds on favourites having hammered minnows Liechtenstein 6-0 last Saturday in their opening qualifier and had won 15 of their previous 20 matches against Finland, with their only defeat in 1923.
Finland, ranked 42nd in the world, were making their debut in the Group 4 qualifiers under new English coach Stuart Baxter at Helsinki's Olympic Stadium. But the home side got off to a flying start when they took the lead after Malmo striker Jonatan Johansson capitalized on a mistake in the German defence and fired home on 32 minutes to the delight of the home crowd.
Germany responded quickly when Klose held off a challenge from Liverpool defender Sami Hyypia and fired home just six minutes later. Finland reclaimed the lead with half-time approaching when midfielder Mika Vayrynen scored a superb goal after converting a pin-point accurate cross from Sjolund.
But just 90 seconds later, Klose struck again when he drove a bullet header at Finland goalkeeper Jussi Jaaskelainen and although the Bolton Wanderers man parried the shot, Klose followed up to make it 2-2 at half-time.
After the break, Germany goalkeeper Robert Enke made a fine save but the home side took the lead for the third time as the German defence fell apart as Sjolund was allowed a free header in the 53rd minute.
With Germany coach Joachim Löw incensed on the sidelines at his side's lack of defence, Baxter urged his side into more action. In an effort to get the third equalising goal, Löw threw on a third striker in Stuttgart's Mario Gomez and the move paid off.
The home side had a lucky escape on 78 minutes when Klose looked to have scored his hat-trick with a header, only for Werder Bremen defender Petri Pasanen to clear the ball off the goal-line.
It was Gomez who created the pressure in defence for Klose to finally stab the ball home on 83 minutes and the Bayern striker nearly grabbed a fourth with Germany threatening in the game's dying minutes.
"We know what Miro Klose can do, sometimes in life having a bit of trust pays off," said Löw. "We showed a lot of character to come from behind three times."