Rare earth element (REE) abundances in clinopyroxene and garnet from xenoliths entrained by kimberlites of the Kaapvaal craton, South Africa, and the Somerset Island, Canada, show a strong and species-dependent variation vs. pressure in a depth range of 70 to 200 km. As a result, the interelement ratios of the REE vary across the upper mantle. This effect can be referred to as a REE large-scale space fractionation. Based upon a strong correlation between the activation energies of the REE diffusion in clinopyroxene, and the logarithmic slopes <$E GAMMA> of the abundance vs. pressure dependence, <$E GAMMA~=~-d log C(P) "/" dP>, we speculate that the space fractionation had accompanied mantle melting events and was due to a nonequilibrium REE partition between the melt and the solid residue. A simplified model of the mantle partial melting, which takes into account a PT dependent diffusive exchange between the melt and the multimineral solid residue and a non-modal character of peridotite melting indicates that the observed strong fractionation is resulted from a high degree (10 - 20 %) partial melting of a depleted peridotite (a few wt % of clinopyroxene).