Wavelet analysis is a recently developed mathematical tool in applied mathematics. A wavelet method for a class of space-time fractional Klein–Gordon equations with constant coefficients is proposed, by combining the Haar wavelet and operational matrix together and efficaciously dispersing the coefficients. The behavior of the solutions and the effects of different values of fractional order are graphically shown. The fundamental idea of the Haar wavelet method is to convert the fractional Klein–Gordon equations into a group of algebraic equations, which involves a finite number of variables. The examples are given to demonstrate that the method is effective, fast, and flexible; in the meantime, it is found that the difficulties of using the Daubechies wavelets for solving the differential equation, which need to calculate the correlation coefficients, are avoided.