For the $1+1$ dimensional damped stochastic Klein-Gordon equation, we show that random singularities associated with the law of the iterated logarithm exist and propogate in the same way as the stochastic wave equation. This provides evidence for possible connections to microlocal analysis, ie. the exact regularity and singularities described in this paper should admit wavefront set type descriptions whose propagation is determined by the highest order terms of the linear operator. Despite the results being exactly the same as those of the wave equation, our proofs are significantly different than the proofs for the wave equation. Miraculously, proving our results for the critically damped equation implies them for the general equation, which significantly simplifies the problem. Even after this simplification, many important parts of the proof are significantly different than (and we think are more intuitive from the PDE viewpoint compared to) existing proofs for the wave equation.