Berg was on a three year contract but that came to an end when Indian owners Venkys said enough is enough. The ex-Premiership winner with the club had won just one game out of the ten he had been in charge of.
But the final straw was the defeat at Middlesbrough on Boxing Day, Rovers' fifth defeat in six games.
"Blackburn Rovers FC has announced the departure of manager Henning Berg, assistant manager Eric Black, first team coach Iain Brunskill and goalkeeping coach Bobby Mimms with immediate effect," read a statement on the Blackburn website.
"This decision has been taken following a very disappointing sequence of results. The club thanks the four men for their efforts and wishes them every success for the future."