"It's important we continue to work hard and build up because we don't know when we'll be back in – the Premier League could start again in a month or longer," the 27 year old told Talksport.
"All the lads have been sent individual training programmes to carry out at home.
"It's not easy because you've not got the normal equipment, you've just got to improvise and do what you can - we've just got to keep that base level of fitness.
"As long as we get a couple of weeks proper training before the next game - and the lads have worked hard in the meantime - we'll be fine."
"We log on with the sessions we've done, and they keep an eye on what we're doing and gauge our fitness from that," added Keane.
"I go out for a run early and get that ticked off. Later in the day I do home gym work, whether that's upper body or lower leg strength."
Keane, along with fellow players, Ancelotti and chairman Bill Kenwright, has also been speaking to isolated supporters as part of the club's Blue Family campaign.
"We're helping out in the community, which is brilliant," said Keane, who has spoken on the phone to a 78-year-old Everton supporter called Rod.
"It was great to hear the happiness in the voice when I gave him a call. He said it made his day, and it made mine as well.
"All the lads have got on board. There will be a lot of fans who are lonely and maybe vulnerable, and this gives them the boost they need to get through this."