The Sweden international has attracted plenty of interest since Rovers' relegation to the Championship at the end of last season, with Stoke City, Chelsea and Southampton said to be among the suitors.
Olsson's stock grew during Euro 2012 and Kean admitted: "The way it worked with Martin was when he was away, there was a lot of interest in him.
"I have sat down with Martin and said to him we want him to play.
"He is getting over a groin operation and is probably not going to be fit for the start of the season, but I have said we want to keep him and look at extending his contract.
"I think there were clubs who enquired and we said 'not for sale'."