It's actually considered a "border" state.
I have family from Louisville. My great aunt always considered herself a southerner, since her grandfather fought for the Confederacy. However, there were other Kentuckians who enlisted for the Union. This was a "brother against brother" state.
https://en.m.wikipedia.org/wiki/Kentucky_in_the_American_Civil_War
"Kentucky was officially neutral at the beginning of the war, but after a failed attempt by Confederate General Polk to take the state of Kentucky for the Confederacy, the legislature petitioned the Union for assistance, and thereafter became solidly under Union control."
So the answer is, border/neutral at the start of the war, and Union after the 1861 incursion.
