Klaasen met Gary Anderson in the second round of the 2015 World Championship after seeing off compatriot Christian Kist 3–1. Klaasen went 3–1 up and was two legs to one ahead in the next set, before Anderson took out 84 on the bull with Klaasen waiting on 89 for the match. Anderson sealed the set in the next leg and won the final two sets by three legs to one scorelines to win 4–3. Both players averaged over 100 with 20 180s thrown during the match. Klaasen defeated Phil Taylor 6–2 at the fourth UK Open Qualifier to play in his first final in almost two years. However, he missed 10 match darts to slip from 5–2 ahead of Michael van Gerwen to lose 6–5. At the UK Open, Klaasen beat Brendan Dolan 9–4, before losing 9–5 to Andrew Gilding in the fourth round. Klaasen recorded successive wins over Adrian Lewis, Mervyn King and Simon Whitlock to reach the final of the 12th Players Championship where, after taking the opening leg, he was beaten 6–1 by Peter Wright. Klaasen reached his third final of the year at the 14th Players Championship and won his first title in nearly eight years by beating Ian White 6–2. He was knocked out 10–4 by Whitlock in the first round of the World Matchplay. In September, Klaasen's second title of the year came at the 16th Players Championship with a 6–4 victory over Raymond van Barneveld.