Participants in the Battle of Mill Springs believed that their victory had "saved Kentucky for the Union."
By stationing his Confederate troops in Kentucky, Felix Zollicoffer wanted to bolster pro-Confederate opinion and persuade the Bluegrass state to ally with the Confederacy. That opportunity was gone after the Union won in Mill Springs.
The Confederacy and the Union were both very interested in Kentucky. In the slave states, Kentucky had the third-largest white population. Both armies valued its livestock and wheat production highly. Kentucky also abutted the important Mississippi and Ohio rivers. The first big Union success of the Civil War, the Federal win at Mill Springs, did more than only boost the North's flagging morale; it also helped to hold Kentucky firmly under Union hands.
In many ways, Kentucky's strategic relevance to the Union cause during the war was shown, and President Abraham Lincoln bluntly emphasized it when he said, "I hope to have God on my side, but I must have Kentucky" early in the struggle.