For most of the season, fans have been calling for the sacking of the Scot, who was installed by unpopular owners Venky's in 2010 as a replacement for Sam Allardyce.
"I was advised that it would be in my interest to have somebody with me at all times," he said in Friday's edition of The Times.
"I was at a restaurant with my wife and children a few months ago and got a text message from a friend telling me to be careful.
"There was stuff going out on Twitter from an activist group which identified the restaurant so that people could confront me.
"I showed the text to my wife and we decided to leave straightaway. We didn't tell the children because we didn't want to frighten them. We just said that there was a good place around the corner where we could get pudding."
Kean's side are hovering just above the drop zone on goal difference and could find themselves back in trouble at the weekend as they travel to Premier League leaders Manchester City on Saturday.
Another defeat would only encourage more vigorous waving of the "Kean Out" banners, while the manager is also prepared for other eventualities.
"The chap who protects me is a seventh dan in karate, but he is not big or butch or anything," he said. "He knows how to handle himself.
"I think the vast majority of fans are passionate, but non-violent, whether towards me or anybody else. I also think most of the Blackburn fans are behind me. It is surreal, though, I cannot deny that."
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