There is an interesting relation, as the nlab says. I'll try to explain it as informally as possible.
Let M be a pseudo-Riemannian manifold. Then, a Killing vector field on M is a covariantly constant vector field on M, and "pairing two covariant constant spinors (parallel spinors, i.e., Killing spinors with λ=0) to a vector yields a Killing vector". Similarly, a Killing tensor on M is a covariantly constant section of Symk(Γ(T(M))). Therefore, you may interpret ``Killing'' as being synonymous with ``covariantly constant'' (at least in these three cases).