The correct pronunciation is as follows in Greek: K (as in key), L (as in let), ee (as in see), AW (as in law), so thus Klee-AW. I could see this easily Anglicizing to Klee-oh or CLAY-oh in English.
At first glance, I too believed this to be pronounced just like Chleo. But then I looked at it closely and now believe it to be pronounced clay-oh as well.I don't know why, but this seems like it'd be the name of a mermaid. Just saying.
― Anonymous User 3/30/2011
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It is pronounced clay-oh.
― Anonymous User 2/28/2011
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I adore the name Kleio for a little girl. It's pretty and unique.