We study an extension to Krein spaces of the abstract interpolating spline problem in Hilbert spaces, introduced by M. Atteia. This is a quadratically constrained quadratic programming problem, where the objective function is not convex, while the equality constraint is sign indefinite. We characterize the existence of solutions and, if there are any, we describe the set of solutions as the union of a family of affine manifolds parallel to a fixed subspace, which depend on the original data.