Carry of any weapon under Kentucky law in any building owned or operated by the Kentucky State Fair Board is a no go.
303 KAR 1:401
Section 3. No person is licensed to enter or remain in any building or stadium owned or operated by the Kentucky State Fair Board while in possession of a firearm or other deadly weapon (as defined in KRS 500.080(4)), regardless of whether such person would be licensed to enter such building if he did not possess such firearm, provided that this section shall not apply to a peace officer who is permitted by law to carry such weapon concealed or who is carrying such a weapon in the line of duty.