Kennan is a barony in the kingdom of Tortall. It is Sir Cleon of Kennan's home fief and inheritance. He inherited it from his father when he died, which was when Cleon was still a young boy. It was managed by his mother (name unknown) while he was in training for knighthood. Kennan is close to King's Reach, an earldom.
The barony was going through difficult times while Cleon was a squire, and later a knight, due to ruined harvests. In April of 460 HE, the Baroness of Kennan—Cleon's mother—called him home from his post on the Scanran border, as water from the Lictas River overflowed and destroyed the contents of the storehouses. At that point, moneylenders would not do anything to aid the Kennans, so Cleon would have to marry an heiress, Ermelian of Aminar.
It never appears in any of the books, but is mentioned quite a few times in Squire and Lady Knight, when Cleon explains his need to marry an heiress, rather than his teenage sweetheart.