The state was quite literally 50/50 for and against secession. So, there being no majority the state legislature voted to remain neutral. We were still occupied by the north for our trouble and our elections rigged. but even with all that by 1863 the union was afraid that the state would fall into anarchy and open rebellion. if the war had continued into 1865 of 66 Kentucky would have started to slip out of federal control. the Union army was stealing livestock and burning crops and killing military-age males all over the place. Locally, there was a boy who hid in a foddershock when the Union came knocking. he was bayoneted to death, but not before the hung his father and raped his mother.
One of the stars on the confederate flag is for Kentucky. The provisional KY confederate government was mostly slaughtered at the battle of Shiloh. The state guard defected to the south at the onset of the war led by general Simon Bolivar buckner. he would become governor in the 1880s. His son would be, I believe, the highest ranking US soldier killed in WW2.
As it is the only reason we historically have a democrat governor and vote democrat until the 80s/90s is because after the war we were so fed up with the GOP that we elected democrats (the part of the CSA) for over 100 years!
The southern half of the state raised troops for the confederacy. the northern half, dominated by Louisville and bound via the Ohio river to the north was generally for the union. My grandmothers great grandfather fought in the local confederate union in the mountains. so cut off from resupply were they that they had to resort to raiding and pillaging union loyal towns.