The 23-year old spent a month with the League One side and there were talks of having his initial stay extended but Glovers boss Gary Johnson has opted against keeping him at Huish Park.
"Jake Kean has gone back to Blackburn now," he told the Western Gazette.
"We took him for that month as that's what we said we'd do and we'd look at it and then see whether he was head and shoulders above the keepers that we had.
"CV-wise he's had good Championship games. He's had an injury but they wanted him to get games and you couldn't turn that down.
"Over the course of the month he's done okay but we didn't feel that it was worth it, with the two goalkeepers that we've got, to continue it when the other two keepers are waiting for their opportunities."
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