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The Klein-Gordon equation (Klein-Fock-Gordon equation or sometimes Klein-Gordon-Fock equation) is a relativistic version (describing scalar (or pseudoscalar) spinless particles) of the Schrödinger equation.
The Schrödinger equation for a free particle is
The Schrödinger equation suffers from not being relativistically covariant, meaning it does not take into account Einstein's special theory of relativity.
It is natural to try and use the identity from special relativity
Klein and Gordon instead worked with the square of this equation (the Klein-Gordon equation for a free particle), which in covariant notation reads
Fock in 1926 soon after the Schrödinger equation was introduced wrote an article about its generalization for the case of magnetic fields, where forces were dependent on velocity and finally he independently wrote this equation. Both Klein and Fock used Kaluza and Klein's method. Fock also determined the gauge transformation for the wave equation.