The Manchester United defender and his squad-mates came out to southern France on the back of a successful season in Euro qualifying confident that they could challenge for this year’s Toulon title.
Portugal v England
The Toulon Tournament
Third-fourth place play-off
3pm, Sunday 1 June 2014
Parc des Sports, Avignon
Live on BT Sport
But a defeat against Brazil in their second group match meant they had to settle for the runners-up spot in Group B and will now meet Portugal on Sunday to play for the honour of third place.
And having been brought up at Old Trafford where winning has always been a habit, Keane admits there is a bit of disappointment among the players that they won’t be lining up to face host nation France in the final.
"When we first came we thought we were capable of winning the tournament," he admitted.
"We had a set-back against Brazil which put us out of that, but now we have another big game so that will be another good experience for us.
"We knew before the tournament that we’d pretty much have to win every game if we wanted to get to the final. That was our aim, it’s just unfortunate we weren’t able to do that.
"I don’t think we’ve played as well out here as we have done when we’ve been in England.
"I think that’s partly due to the conditions, because we’re not used to playing on really dry pitches.
"It’s not an excuse because both teams have to play on it, but other teams might be a bit more used to it than us. I think we’ve done alright but there is still a lot of room for improvement.
"It’s been a good trip though, it’s good to come out here and play against different teams that we wouldn’t normally get the chance to play against, from South America and other places in the world."
One thing that the trip has provided for Southgate and his staff is the chance to work with the squad over a more prolonged period of time.
Meet-ups during the season have been generally short and just a couple of days at a time, but this has allowed Southgate and Steve Holland to really get down to business with the players on the training ground.
And it has also seen the team spirit amongst the group benefit from that with Keane, known jokingly as ‘the referee’ to his squad-mates due to his preference for black boots, speaking of a strong feeling in the team.
"It’s been a great trip, all the lads have got on really well together, there’s a great team spirit here," he said.
"There are quite a few new lads that have come in who haven’t been here as regularly and they’ve fitted in really well and coped well in the matches as well.
"Everyone’s shown what they can do and got on really well, so we couldn’t have asked for any more on that side.
"And the games have come thick and fast, which is a new experience as well. With international football, we don’t get to train inbetween games because we’re just recovering and getting ourselves ready."
He was joined in the squad by a familiar face last week too, as twin brother and United team-mate Will arrived for the last three games of the competition.
After linking up with England following the end of his loan spell with QPR after last week’s play-off final at Wembley, striker Will has featured against both Korea Republic and Colombia.
And Michael is delighted to have him back involved on the international scene, with the last time the pair played together for England being back in 2012 when Will suffered a serious knee injury in an U19 Euro qualifier at Deepdale in Preston.
"It’s good to have him back,” admitted the 21-year-old, who says him and Will are "very different".
"Obviously he was injured for a while so I didn’t get to play with him for a couple of years so it’s good that he’s here.
"He knows all the lads from younger age groups because he was always here then and it was good to play with him, I’ve not done that for a while and I thought he did well.
"It was tough [during Will’s injury] and obviously the whole family were really disappointed for him as he was at such a high point in his career and about to push on into United’s first team.
"It couldn’t have really happened at a worst time but you’ve just to take these things as they come.
"He’s got through it really well. Hopefully, he’s had a few months now getting back into it and he’ll have a good pre-season so he can kick on again."
And with the Keane twins both fit and in form, that will be another choice for Southgate to consider as the new season draws closer.
England U20s face Portugal in the third-fourth place play-off in Avignon on Sunday 1 June, kicking-off at 3pm (BST) and live on BT Sport.