The goal of this paper is to make first steps towards the quantisation of integrable nonlinear sigma models using the formalism of affine Gaudin models, by approaching these theories through their conformal limits. We focus mostly on the example of the Klimčík model, which is a two-parameter deformation of the principal chiral model on a Lie group G. We show that the UV fixed point of this theory is described classically by two decoupled chiral affine Gaudin models, encoding its left- and right-moving degrees of freedom, and give a detailed analysis of the chiral and integrable structures of these models. Their quantisation is then explored within the framework of Feigin and Frenkel. We study the quantum local integrals of motion using the formalism of quantised affine Gaudin models and show agreement of the first two integrals with known results in the literature for G= SU (2). Evidence is given for the existence of a monodromy matrix satisfying the Yang–Baxter algebra for this model, thus paving the way for the quantisation of the non-local integrals of motion. We conclude with various perspectives, including on generalisations of this programme to a larger class of integrable sigma models and applications of the ODE/IQFT correspondence to the description of their quantum spectrum.