The character Kennen really agreed with me in League of Legends. Now that I'm starting to play DOTA2, are there any equivalents?
I play him usually as AP but very aggressively (harassing)...
Well lets define Kennen:
I don't think there is a equivalent hero in DotA 2 but I would recommend the following:
There are many more that have the features that I defined for Kennen but they have a totally different feeling/playstyle (Zeus can spam spells like Kennen and nukes hard but cannot carry in late game and has no escape mechanism on his own).
PS: Kennen is an hero that can harass easily. You will not find many chars in DotA or DotA 2 in particular that can spam spells like many heroes in LoL can. That's why you should drop the wish to play a harass-heavy char that has an AOE nuke + escape + carry potential.
I don't play League, so I may not get his playstyle right, but I'm generally pretty good at getting an accurate grasp on how characters play just from a textual description.
Kennen looks like a cross between Weaver and Razor. As you should know by now, the concept of an "AP carry" doesn't really exist in Dota2, so already it's going to be hard to match. Also, ranged carries in Dota2 very rarely have strong disables, usually either having slows or difficult skillshots.
Other heroes you might want to look into: Windrunner, Viper, and Morphling. If you're fine with not being much of a carry, consider Shadow Demon and Batrider who both deal with the "charges" aspect of Kennen to deal damage.