I compiled and installed like this:

cmake.

make

make install

make uninstall gives me this message:

make: *** No rule to make target `uninstall'. Stop.

If you use kdenlive_builder you need just remove target directory. That's it.

If you use classic approach files merge into your /usr/local directory structure and it is hard to find them.

Make uninstall should work but cmake is somewhat tricky in this.