Keane made the revelation after discussing the Republic of Ireland post.
"First of all nobody has approached me about the job and secondly I do not know if I will ever return to management," he said.
"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 boss."
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