The former Old Trafford captain got his break in England with Nottingham Forest when he moved there from Ireland in 1990.
After three successful years at the City Ground, the biggest clubs in England were queuing up to sign the all-action star, leading to a transfer tussle between Dalglish's Rovers and the reigning Premier League champions, Manchester United.
Keane admitted he'd all-but agreed a move to Ewood Park, but a late change of heart didn't go down well with the Lancashire club's manager, Kenny Dalglish, whose long association with Liverpool probably didn't help.
Speaking in 2017, Keane recalled: "Contract talks had gone on into the evening and we'd agreed a deal and shook hands.
"It was a Friday night and they said will you come back on Monday when the offices are back open because it was the end of the season.
READ MORE TRANSFERS
Agent wanted me to quit Man United for Tottenham and called me stubborn when I rejected it
Tottenham accidentally helped me join Arsenal by paying for my taxi to go and sign
"I said, 'no problem' and went back to Cork and went on the p*** for a few days!"
United had been beaten by Dalglish and Blackburn to the signing of Alan Shearer in 1992 and Fergie was clearly determined to be pipped again by his long standing rival.
"Sunday morning, I woke up and had a phone call from [United manager] Sir Alex Ferguson and he said, 'listen, would you come and meet me for talks tomorrow?'
"I said I'd shook hands with Blackburn and he said, 'well don't worry about that!'
Most read in Football
New club in Caicedo race, Jesus to miss start of season, Nkunku injury, Gvardiol to City
Lionel Messi takes just seven minutes to break deadlock as Miami star continues hot streak
Chelsea blow as Christopher Nkunku suffers knee injury against Borussia Dortmund
'You sure?' - Ferdinand takes Jennings to task on opinion that West Ham should sack Moyes
"I flew to Manchester on the Monday and met [assistant] Brian Kidd and Alex Ferguson, had a game of snooker with them and the usual small talk - they told me how great I was and I believed them."
Keane, though, explained a fee with Forest was still to be agreed despite the approach from Fergie.
"They offered me £300,000 a year and this is important because it's the business side of football," he explained as he pointed out the difference in salaries.
"I learned about Man United and Blackburn were giving me £400,000 a year - I was on £250,000 at Forest so I'm thinking that it's not a massive rise considering it was going to be a transfer record."
While Keane debated which club would be better for him - Blackburn at the time were rivals for the Premier League title - an angry phone call went a long way to bursting that bubble.
He went on: "They [Man United] stalled a bit and dragged their heels and Blackburn and Kenny Dalglish found out that I'd kind of agreed to go to Man United and he was fuming.
"He was effing and blinding and saying 'you're a f***ing disgrace' and I said 'listen, I'm going on my holidays next week' - which I was, I was going to Cyprus with some of the lads to do some 'sight-seeing'.
"I said 'I'm going to Cyprus with my mates and when I come back I'm going to sign with Man United' and he said 'I'm going to find you - I'm going to come to Ayia Napa and find you!'
"So every bar in Ayia Napa I was looking over my shoulder and waiting for Kenny Dalglish to walk in!"
Read More on talkSPORT
Ronaldo's daughter spotted in Salah Liverpool shirt as Rodriguez shares holiday snaps
Paul vs Diaz LIVE: UK start time, undercard, talkSPORT commentary and how to follow
Keane ended up playing 480 times for the club, winning seven league titles and four FA Cups, while he captained the side during the 1999 treble winning season.
Blackburn, meanwhile, weren't too put out at the time considering they won the Premier League to break United's early domination in 1995, while Shearer top scored with 34 goals.