Elliptic pseudoanalytic function theory was considered independently by Bers and Vekua decades ago. In this paper, we develop a hyperbolic analogue of pseudoanalytic function theory using the algebra of hyperbolic numbers. We consider the Klein–Gordon equation with a potential. With the aid of one particular solution we factorize the Klein–Gordon operator in terms of two Vekua-type operators. We show that real parts of the solutions of one of these Vekua-type operators are solutions of the considered Klein–Gordon equation. Using hyperbolic pseudoanalytic function theory, we then obtain explicit construction of infinite systems of solutions of the Klein–Gordon equation with potential. Finally, we give some examples of the application of the proposed procedure.