Derby make the short trip to Nottingham to take on their near neighbours at the City Ground on Saturday lunchtime, live on Sky Sports 1HD, and Keogh is well aware of the importance of the game.
He told Sky Sports News Radio's Football League Hour: "It's obviously a fantastic game. We know what it means to both sets of clubs and the fans, but as a player you relish playing in so it's one I'm really looking forward to.
"It's a fantastic atmosphere. It's why you get in the game to play in derbies and in front of big crowds. The boys are ready, we've prepared well, and everyone's looking forward to it.
"Being a derby match it's going to be a little bit different so you do prepare for that a little bit, but you try to prepare as normally as possible because at the end of the day it's another game with three points at stake."
Derby have had an indifferent start to the season, winning three, losing three and drawing two of their opening eight games, but all three of those wins have come on the road.
Keogh is hoping they can claim a fourth at Forest but admits an improvement at home is needed if the Rams are to achieve their targets this season.
"Last year it was the opposite, we weren't fantastic away from home but our home form was very good," Keogh said.
"We've started slowly at home this year, I think teams are setting up a little bit differently against us, and it's something we've got to accept. We're a good team, we play some good football, and we've got to accept that teams are going to come and try to stop us playing our game.
"It has been a little bit frustrating at home but our away form has been great, we've scored quite a few goals, played some really good stuff, and if we can hopefully keep that going and get our home form anywhere near what it was last year we've got a real opportunity to push for where we want to be."
To hear more from Keogh, and what Greg Abbott, who managed the 27-year-old at Carlisle, has made of Derby so far this season, download the latest Football League Hour now, and remember to tune into Sky Sports News Radio every Thursday from 7pm for more exclusive interviews from the Football League.