Olsson has attracted plenty of interest since Rovers' relegation to the Championship at the end of last season, with Stoke, Chelsea and Southampton said to be among his suiters.
Kean said: "The way it worked with Martin was when he was away (on Euro 2012 duty with Sweden), there was a lot of interest in him.
"I have sat down with Martin and said to him we want him to play.
"He is getting over a groin operation and is probably not going to be fit for the start of the season, but I have said we want to keep him and look at extending his contract.
"I think there were clubs who enquired and we said 'not for sale'."
Olsson's Blackburn team-mate Scott Dann, meanwhile, is reported to be interesting Southampton.
Chelsea won the Europa League on Wednesday. The Blues defeated Benfica 2-1 on injury time goal from Ivanovic.
The push for more color on their cleats, adidas has added the infrared colorway to the adiZero f50 Line.
The new PUMA evoSPEED 1.2 FG. A great new soccer cleat with classic look and first time for PUMA to be on the cleat.
Bayern Munich are kings of Germany and hope to be crowned kings of Europe at Wembley later this month!
Borussia Dortmund hears Wembley Calling and are headed to London for the Champions League final.
The Liverpool 2013/14 soccer jersey is available for pre-order. The Reds are eager to compete for silver next season.
adidas has added some color to the Predator line with this new colorway. Released on May 17. Be the first to own a pair.
Ajax has released their away soccer jersey for the 2013/14 season. Get in the Gear.
One of the top soccer cleats for control the Nike CTR360 will not let you down on the field in tight spaces.
The Juventus jersey for the 2013/14 was released earlier this week. Be the first to wear the colors of the Old Lady.