During the 2013–14 campaign Kljestan scored a career-high 9 goals as he appeared in 30 matches. Although he had one of his best statistical seasons, he slowly lost his regular spot in the lineup and became a bench player during the final weeks of the season. Kljestan was honored with a pre-match ceremony in his final match with the club on February 1, 2015 against Zulte Waregem. The supporters held up United States flags and banners thanking him for his years with the club. He made a total of 180 appearances for the club, scoring 25 goals, before leaving the club in the winter of 2015.
In January 2015, it was announced that Anderlecht had agreed to transfer Kljestan to New York Red Bulls in Major League Soccer. He made his debut for New York on March 8, 2015 appearing as a starter in a 1–1 draw at Sporting Kansas City. On April 17, 2015, he scored his first goal for New York in a 2–0 victory over the San Jose Earthquakes. On July 1, 2015, he helped the Red Bulls advance in the U.S. Open Cup, scoring one goal and assisting on another in a 4–1 victory over local rival New York Cosmos. On August 1, 2015 he scored the opening goal for New York on a penalty kick and assisted on another helping New York to a 3–1 away victory over Philadelphia Union. On October 7, 2015, he scored on another penalty kick to help the Red Bulls to a 2–1 victory over Montreal Impact. On October 25, 2015, he scored the eventual game-winning goal for New York in 2–1 victory over Chicago Fire, helping Red Bulls clinch the 2015 MLS Supporters' Shield. His 14 league assists tied a club record with Thierry Henry and Eduardo Hurtado for the most assists in an MLS season.