Hello, This is my first build and i think im ready to explain how to play Kennen. Sorry if my English isn't the best, Rate and coment ;)

For runes I go with Magic penetration and AP, magic penetration because then you will kill tanks much easier, and AP is because he is an AP champ. Dorans Shield

Since he is all about AP (and sometimes about AD) I go mostly with AP items.

I grab a Dorans Shield for more durabillity and being able to lane for a long time.
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Then you should grab Sorcerer's Shoes for Magic Penetration
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Rylai's is there so it will make u a lot harder to kil, but more deadly too
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When u get this the game is 50% won
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Hourglass makes u even harder to kill + it addes a lot AP
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(buy now u sold Dorans Shield, for the newbies :) ) 5. item is a very opotional item, you need to decide witch item to get, if you are still easy to kill, get Warmogs, if you want more ap get Rabadon or Hourglass
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This item is another oponitional item. For 6. item you can get either another Rabadon (if u got Rabadons or hourglas as your 5. item) or Warmogs if you got rabadons as 5. but i ussualy take Hextech because of AD LS Ap and Spell vamp
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I get Exaust and Ignite, Exaust so i can stunt easier, and Ignite for finishing.
Ghost is another really good spell for Kennen for running, chasing, ganking...But there is Lighting rush for getting away
Cleanse is another usefull spell for him, because he doesn't have any defense mechanisams

Your Gamestyle should be harrasing with THUNDERING SHURIKEN and when you have all 3 of the powers get in with LIGHTNING RUSH do the ELECTRICAL SURGE and when he starts to run away hit him with a THUNDERING SHURIKEN when stun is over do your ult and try keeping him stunted as long as possible. 1 thing you should try to look for, that you engage fight when u have ELECTRICAL SURGE's passive so you stunt easier. That is all from me, hope you like it, vote + if you do, if not vote - and coment ;)