I searched the KY State Police website and found this under FAQ:
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Can I transfer my concealed weapons license or training certificate from another state to Kentucky?
There is no statutory authority for another state's license to carry a concealed weapon to be transferred to Kentucky. Individuals that wish to apply for a license to carry a concealed deadly weapon in Kentucky must meet the requirements set forth in KRS 237.110, including the residency and training requirements. Currently, no waiver of the training requirement is authorized based upon prior completion of out of state training approved for obtaining a license in another jurisdiction. The only training waivers authorized by statute are for the following individuals listed in KRS 237.110(6):
"(a) Peace officers who are currently certified as peace officers by the Kentucky Law Enforcement Council pursuant to KRS 15.380 to 15.404 and peace officers who are retired and are members of the Kentucky Employees Retirement System, State Police Retirement System, or County Employees Retirement System or other retirement system operated by or for a city, county, or urban-county in Kentucky shall be deemed to have met the training requirement.
(b) Current and retired peace officers of the following federal agencies shall be deemed to have met the training requirement:
Any peace officer employed by a federal agency specified in KRS 61.365;
Any peace officer employed by a federal civilian law enforcement agency not specified above who has successfully completed the basic law enforcement training course required by that agency;
Any military peace officer of the United States Army, Navy, Marine Corps, or Air Force, or a reserve component thereof, or of the Army Reserve or Air Force Reserve who has successfully completed the military law enforcement training course required by that branch of the military; and
Any member of the United States Coast Guard serving in a peace officer role who has successfully completed the law enforcement training course specified by the United States Coast Guard."