Roger Klüh's father is the successful service entrepreneur Josef Klüh (*January 28, 1942 in Düsseldorf), his mother's name is Ingrid. Together with two siblings, he grew up in Düsseldorf.
His talent for playing ice hockey was discovered early on. At the age of 15, Klüh switched to professional sports in 1980 and from then on played in the U18 squad of the Düsseldorf EC. During his active time, he moved to the U20 as well as the 1st team of the Düsseldorf ice hockey club, among others, until a severe knee injury during the Spengler Cup international tournament in Davos, Switzerland, forced him to end his budding sports career prematurely at the age of 23.
After retiring from active ice hockey in the 1986/87 season, Roger Klüh studied economics at the Düsseldorf University of Applied Sciences and then joined his father's family business, Klüh Service Management GmbH. Here he was managing director for industry and the hotel sector until 2008. Since February 2009, Klüh has held the post of managing director for Klüh Beteiligungs GmbH.
Roger Klüh has two sons, Anthony (*October 21, 1993 in Lille, France) and Jeffrey (*May 11, 2000 in St. Tropez, France), and has been engaged to Jessica Frühbrodt of Germany since 2019.
In 2021, Klüh published the book "Apache Star - The Art of Speed" with Novum Verlag. It is about the world record trip he achieved in 2015 with his speedboat Apache Star from Key West, USA to Havana, Cuba in just 90 minutes.