Keane delighted as Sunderland grab vital three points
Kieran Richardson opened his Sunderland account just 13 minutes into his first start since August, and then fired in the corner which allowed Kenwyne Jones to stretch the lead with a powerful 32nd-minute header.
However, Wanderers grabbed a lifeline four minutes before the break when El-Hadji Diouf drifted a free-kick inside the far post, and despite a late assault, the home side held out.
Keane was delighted after a tense finish in which substitute Daryl Murphy eased the nerves at the death.
He said: "It's nice, it's nice to win. It seems like a while since we have won.
"It wasn't too pretty, but it's a win and the players deserved it.
"We have played a lot better this year and not got a result, but today we just about ground out a good one."
Keane had admitted in the run up to the game that it was a must-win encounter, but said afterwards: "I say that every week.
"We try to approach every game (the same) - put it this way, what other way would you approach a game? Must lose? Must draw?
"You must win, that's what you are in the game for."