The Black Cats have splashed out an initial £7million for Gordon, who has signed a five-year deal, with the prospect the fee could rise to £9million due to a number of clauses attached to the deal.
In Scotland international Gordon, Keane knows he has a top drawer player, and he said: "I rate him very highly.
"I think he can only get better, and this is the right club for him because we've good goalkeeping staff here.
"But we're delighted. It's been a hard deal, and Peter Walker has worked extremely hard."
Yet the 24-year-old is in danger of missing Saturday's curtain-raiser against Tottenham at the Stadium of Light.
"We've two other good goalkeepers, which adds competition, and you can't beat competition for places," added Keane on safctv.
"The number one jersey was available, and obviously Craig is going to wear that.
"But we'll see how it goes over the next few days because I think he has had a slight shoulder problem, so it's touch and go."
Gordon said: "I could not turn down a chance to play in the English Premier League."
"It is a massive opportunity to me. I have always said I wanted to try the Premier League at some point and this is a great opportunity to do that.
"Sunderland is an ambitious club with a fanatical support and I think that is something similar to what we have at Hearts. The fans are fanatical about their club."