Keane, who is with the Rams from Manchester United, made 27 appearances for the Foxes and helped them reach the play-off semi-finals, where an agonising last-gasp 3-2 aggregate defeat to Watford ended their bid to reach the Premier League.
Derby travel to Leicester on Friday night for an East Midlands clash which sees the league leaders host the fourth-placed Rams.
Ahead of the game, Keane said: "It's good experience for me to have been here and done this before.
"I've played in big games that mean a lot. I've been in this position before and the pressure the team comes under increases each week, to be honest. But I think I can help the team out.
"I'm really enjoying my time here at Derby, as I did at Leicester. I'm really looking forward to the game. I had a great time there last season. I've still got some friends there.
"It's got a big game feel to it tomorrow (Friday). Both teams are flying high but hopefully we can come out on top."
Keane's loan at Derby was recently extended until the end of January but the 20-year-old still hopes his long-term future lies at Old Trafford.
He added: "I've been at United since I was 10 and you get taught to play football the right way. All the players from Manchester United tend to go on to have good careers, if not at United then at another club either in the Championship or Premier League.
"I'm a United fan so I'm looking to be a United player in the future but a stepping stone is here at Derby, where I have to prove I'm good enough."
Watch Leicester v Derby, live tonight on Sky Sports 1HD, kick-off 7.45pm