Bottom-of-the-league Blackburn lost 2-0 at Championship Cardiff City in their League Cup quarter-final after Kean made five changes and opted not to risk defenders Christopher Samba, Martin Olsson and Michel Salgado.
"We are in a position where we have forfeited going through and having the chance to reach a cup final," local media quoted Kean as saying.
"We have games against sides within touching distance of us in the league. We need to treat those games as cup finals."
The Cardiff defeat was accompanied by the familiar "Kean out" chants from Blackburn fans who want him sacked, but the manager maintains an ever optimistic outlook.
His cheer could owe much to the revised contract he signed last week, which local media reported included a pay rise, because results on the pitch have offered little to smile about.
The Indian-owned club, who won the Premier League title in 1995, have picked up just seven points from 13 games and have only one league victory this season.
Kean has enjoyed unwavering support from the owners since being appointed shortly after Indian poultry giant Venky's took over the club towards the end of last year but that has not been matched in the Ewood Park stands.
Disgruntled fans have been staging protests for nearly three months, holding banners at matches and writing to the owners as patience with both the Scot and the Indians wears thin.
Kean has said he was prepared to meet a fan forum to address their concerns, while local media reported on Wednesday he was due to meet the owners later in the day to discuss potential January transfer targets.
More protests are planned for Saturday when Blackburn host promoted Swansea City, who have picked up twice as many points, but Kean was thinking only of matters on the pitch.
"Saturday has to kick-start our season," he said.
"It's never nice when the fans are negative but, when you are focused on the game, it's something you put to the back of your mind. It doesn't affect me.
"We all want the same things. We all want the club to win the game. The fans are frustrated but we all need to stick together."
