Nuno Gomes had given Rovers the lead only to see Jamie Vardy to level things for the Foxes.
Then Pedersen, who had been branded a pensioner earlier by Shebby Singh scored a sublime goal, bending the ball around the dive of the Foxes keeper and into the far corner of the net.
He then celebrated by using a walking stick on the touchline.
Kean said to Sky Sports: "It is a little bit tongue in cheek and dressing room banter.
"I don't know where he got that from or if he pre-planned it with our kitman but it's just a bit of tongue in cheek and it should be taken the way it's meant to be."