The former Manchester United captain looked set for a promising career in management when he guided Sunderland from the lower reaches of the Championship to the 2006/07 title in his first season as a boss.
However, despite a promising first season back in the top flight Keane was sacked in December 2008 with the Black Cats languishing in the relegation zone.
The 42-year-old then had a spell as Ipswich Town boss between 2009 and 2011 but has not taken a job since.
That has not stopped Keane from being linked with the Republic of Ireland job following Giovanni Trapattoni's departure earlier this month.
Despite the rumours, Keane insists he has not had any contact with the Football Association of Ireland over the position and hinted his time as a manager may already be over.
"First of all, nobody has approached me about the job and secondly I do not know if I will ever return to management," said Keane.
"I loved my time at Sunderland and had a bad experience at Ipswich. But when I look at the pressures associated with football management, I ask myself do I really need it?
"Football management is a 24-hour task and maybe I am missing certain skills ever to be a successful boss."