We prove that the Klein cubic threefold $F$ is the only smooth cubic threefold which has an automorphism of order $11$. We compute the period lattice of the intermediate Jacobian of $F$ and study its Fano surface $S$. We compute also the set of fibrations of $S$ onto a curve of positive genus and the intersection between the fibres of these fibrations. These fibres generate an index $2$ sub-group of the Néron-Severi group and we obtain a set of generators of this group. The Néron-Severi group of $S$ has rank $25=h^{1,1}$ and discriminant $11^{10}$.