The Championship club won just one of his 10 games in charge, slipping to 17th in the table.
They lost 1-0 to Middlesbrough on Boxing Day, prompting Blackburn's owners Venky's to make their second managerial change this season, having dismissed Steve Kean in October.
A club statement said: "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.
"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."
Berg spent seven years at Ewood Park in two spells as a player, but his appointment received a lukewarm reception given his lack of top-level management success.
The Norwegian issued a statement via the LMA later in the day, saying: "It goes without saying that I am bitterly disappointed to have been relieved of my managerial duties at Ewood Park after just 57 days since my appointment.
"At this stage I would just like to release a short statement thanking the Blackburn Rovers fans for their incredible support during my time in charge. I have always enjoyed a fantastic relationship with them dating back to my playing days where we shared some great memories.
"It was an honour for me to manage a club that is so close to my heart and I now wish all of them every success for the rest of the season and beyond.
"I would also like to thank the players and staff for their support and commitment in this short period. They have all done their best and unfortunately the results in these ten games have not reflected their performances.
"I wish the club all the best in the future, and are sure that with a few additions in the January transfer window, they will have a good chance of getting a play-off place."
The 43-year-old was last week involved in controversy over Blackburn's Christmas party.
He reportedly reacted angrily when encouraged to dance, wear a Christmas stocking and put a Michael Jackson wig on his head.
He said in a statement: "I was asked to do things which were not the right things for me to do as the manager, considering our league position and form."
Berg is the second Championship manager sacked in two days after Nottingham Forest dispensed with Sean O'Driscoll's services on Boxing Day. The two teams meet at Ewood Park on January 1.
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