Kean loses assistant Clement
Clement, who had been at Rovers for less than four months as a replacement for John Jensen, worked with Ancelotti at Chelsea.
Blackburn manager Steve Kean said: "He has left the club and I believe he is just about to take up a very exciting position for him personally across the channel.
"It is a blow because he was very popular with the players but it is no slight on our club and it is an opportunity for someone else. We will be bringing in someone else as early as next week."