Ferdinand was released by United last month.
Keane told the Mail on Sunday: "Rio was my idol when he first joined United and he still is. Luckily, I've managed to train with him for a few years. He talks to everyone.
"It's sad to see him go. He was a great person to have around and he was great with the young lads. He speaks to everyone and always gives you advice. He talks to me about positional things.
"If I make a mistake in a game, he will ring me and tell me what I should do better. He wants to give you feedback. It was a surprise at first but now I just see him as a friend. I know I can go to him whenever I want.
"Rio's a really nice guy. Sometimes footballers get those type of reputations but he's not like that at all. Behind the scenes there's no one better to have around."
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