Rovers boss Kean has been hammered by Blackburn fans as the club sits second bottom on the Premier League table and Warnock admits he has been there for and knows what the Scottish tactician is going through.
"I think when I was at Bury once I played Bradford City, and of course I used to manage Huddersfield, I remember we were two nil down to Bradford City and all four sides of the ground were chanting 'Warnock out', which was very unusual for a manager," he told Absolute Radio's Rock 'n' Roll Football.
"So I have had difficult circumstances in the past."
He continued: "Nobody wants anything like [that], you don't want to see anything like that happening. I was very lucky like at Fulham, six nil down and I've got the fans chanting my name. I think that's how it's fantastic for a manager."