Tributes have poured in following Speed's death on Sunday at the age of 42. Blackburn are in the Welsh capital to take on npower Championship outfit Cardiff in the Carling Cup quarter-finals, before hosting Swansea in the Barclays Premier League on Saturday.
Kean said: "I think there will be emotion at both of those games, and for the next few weeks for those clubs.
"Gary was a proud Welshman, and at clubs he has had connections with, I'm sure it will be in the front of everybody's mind. It is shocking news.
"I only spoke to him on Thursday and I'm still stunned. We have got a young Welsh player, Adam Henley, and I spoke with Gary about coming up to have a look at him, and he was going to do that next week.
"I had a chat with him on the phone and he was quite bright and bubbly. When I heard the news it was just shocking. I spoke to Chris Coleman (who Kean has assisted at various clubs and was a team-mate of Speed's for Wales), who he was very close with, on Sunday night and he was stunned. He was out in Greece and he didn't know."