Kean has yet to appear for Sheffield Wednesday's first team and spent half of last season on loan to Mansfield Town.
Kean, whose great uncle Fred played for Wednesday between 1920 and 1928, arrived at Hillsborough a year ago from Norwich City, but failed to feature in any of the Owls' first team fixtures last season, of which he spent the second half on loan to Mansfield Town.
Jake Kean in action for Blackburn Rovers
However, with Mansfield bringing in two goalkeepers, Conrad Logan and Bobby Olejnik, already this summer, it is unlikely that Kean will be heading back to Field Mill.
"Jake is in negotiations with another club but it is not done yet," Carvalhal told The Star.
"We understand Jake's situation. He wants to play and be involved in the games.
"He's a nice guy and a good goalkeeper. He played very well when we loaned him out last year. He has requested to go to play for a club where he will have more chances to play."
Kean is Wednesday's fourth choice option at present, with Republic of Ireland international Keiren Westwood and academy products Joe Wildsmith and Cameron Dawson all ahead of him.
Sheffield Wednesday goalkeeper Keiren Westwood
Westwood, too, has been the subject of interest during the summer transfer window, with Middlesbrough seeing at least one offer rejected by their Championship promotion rivals (HITC Sport).
The Teessiders have since signed Westwood's national team colleague Darren Randolph from West Ham United instead.
Should Sheffield Wednesday target an experienced back-up to replace Kean?