Rovers took the lead in the first half against the run of play thanks to Nuno Gomes's precise finish before Jamie Vardy pounced on a Scott Dann error for his first Foxes goal.
Pedersen won the game with a curling shot late on and celebrated by using a walking stick on the touchline - in reference to Shebby Singh's pensioner comment.
Kean said: "It is a little bit tongue in cheek and dressing room banter.
"I don't know where he got that from or if he pre-planned it with our kitman but it's just a bit of tongue in cheek and it should be taken the way it's meant to be."
The Rovers boss admitted his side weren't at their best but is pleased with the start they have made.
He said: "I felt at certain times when you have the quality we have in the side, if you have a Gomes or Pedersen with the technical ability they have, they can produce something special.
"But I don't think we were in full flow today, but it's the sign of a good team if you're not right at the top end of your game and you can still win and grind out results.
"It's a solid start and I think there's a lot more to come from the side."
Leicester boss Nigel Pearson bemoaned the performance of the officials after Vardy had a header disallowed for offside with the scores level at 1-1, but was pleased with his team's performance in a game they were unlucky to lose.
Pearson said: "The officials have to make themselves accountable for the decisions they make. They got key decisions wrong today."
Pearson pointed to the Vardy's disallowed goal and also was disappointed because he felt Blackburn's first had a man in an offside position.
"Their first goal where they have a man clearly standing in front of Schmeichel. They're either both onside or offside. Vardy is clearly onside", said Pearson.
He continued: "Unfortunately they try and clarify things each year but I'm not sure there is clarity in regard to that.
"I think all in all our performances have been very positive and today we were certainly worth a win today.
"If we'd have got a draw we'd have been a little bit disappointed but that is how football is sometimes."
