On 2011 August 24 (UT) the Palomar Transient Factory (PTF) discovered PTF11kly (SN 2011fe), the youngest
and most nearby Type Ia supernova (SN Ia) in decades. We followed this event up in the radio (centimeter and
millimeter bands) and X-ray bands, starting about a day after the estimated explosion time.We present our analysis
of the radio and X-ray observations, yielding the tightest constraints yet placed on the pre-explosion mass-loss rate
from the progenitor system of this supernova. We find a robust limit of Ṁ ≾ 10^(−8)(w/100 km s^(−1))M_☉ yr^(−1) from
sensitive X-ray non-detections, as well as a similar limit from radio data, which depends, however, on assumptions
about microphysical parameters. We discuss our results in the context of single-degenerate models for SNe Ia and
find that our observations modestly disfavor symbiotic progenitor models involving a red giant donor, but cannot
constrain systems accreting from main-sequence or sub-giant stars, including the popular supersoft channel. In
view of the proximity of PTF11kly and the sensitivity of our prompt observations, we would have to wait for a long
time (a decade or longer) in order to more meaningfully probe the circumstellar matter of SNe Ia