Cannot upgrade Flash player - Is kaspersky AV preventing this ?

Yeah, there's not nearly enough information present to provide you with a useful answer.  You can go to Control Panel/Settings > Flash Player > Updates > Check Now to see if the latest version is present, and update it.  If it's already up-to-date, then Kaspersky is probably doing the right thing.  If the upgrade is needed and fails, then something is probably wrong.   

If the update failure is legitimate, I would start with "When in doubt, reboot", if you haven't done that already. 

Here are the installer troubleshooting gudes for Mac and Windows: 

https://helpx.adobe.com/flash-player/kb/installation-problems-flash-player-windows.html

https://helpx.adobe.com/flash-player/kb/installation-problems-flash-player-mac.html

It might be doing the right thing. What led you to try to update? If a site says so, it is is a malware attack, and you are very lucky to be protected.