The former Manchester United captain was arguing with an Ipswich Town fan while on punditry duties on Sunday.
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The fan appeared to insult Keane, which led to the ex-United skipper telling the fan to meet him in the car park after the game.
Per The Sun, Sky will be investigating the incident to see if any action is needed against Keane and/or the fan.
Keane is a former Ipswich manager.
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