Casey Klein is a struggling stand-up comedian. She is a love interest of Henry Pollard and does not take her job seriously. She is portrayed by Lizzy Caplan.
Casey first appears in the pilot when she arrives at the party late for work. Throughout the party, she and Henry bond and she reveals that she has a husband and is fielding calls from him. Henry helps her keep a lookout for her husband in case he shows up at the party.
As the season progresses, Casey and Henry become friends-with-benefits until Henry wants more out of the relationship. Casey also divorces her husband. Eventually, she gives in and agrees to start dating Henry but their relationship is revealed when Roman accuses her of sleeping around on the job and she mistakes the accusation as one directed at her and Henry.
At the end of the season Casey is offered a stand-up job on a cruise ship for a couple of months and she leaves Henry to further her career.
At the beginning of Season 2, Casey arrives at the Party Down catering team as a substitute for a member that Henry fired. Their interactions are awkward and she offers to have Allan send someone to fill in. More awkwardness ensues when Casey finds out that Henry is dating Uda Bengt and she confronts Henry about his feelings on her being there. They decide to flip a coin to determine whether she should stay or leave. She chooses to stay and they agree to be friends.
On the day of the pre-school silent auction, Casey waits for a call from her agent regarding a stand-up act. Her agent also calls with a job offer for an advertisement featuring a suburban housewife which doesn't sit right with Casey because she doesn't see herself as being able to play a housewife. After spending some time with the host of the auction; a retired comedian who is now a full-time suburban mom, Casey realizes that she can play somene like her. She receives a call for an audition in a Judd Apatow movie towards the end of the episode.
While catering for the orgy, Henry finds that Casey is acting really irritable and thinks that she is bothered by the orgy. He reassigns her to prepare the food to ease her discomfort but only makes her more mad. Towards the end of the party Casey finds Henry in the bathroom on the phone being berated by Uda. She offers to help Henry out with his relationship problem and reveals she was in a pissy mood because she found out her boyfriend lied to her about waching porn on his browser. And she was on her period.
During Steve Guttenberg's birthday party, Casey and Henry are involved in a reading of Roman's sci-fi script along with Kyle and his friend Collette. They make a bet to try and out-act each other and end up kissing because of their devotion to the drama. Afterwards they get together in the Steve's hot tub where Casey ends up kissing Henry but he stops her because she "broke [his] heart and that's still there." In this episode, it is also revealed that Casey broke up with her boyfriend.