Zouma spent the entire campaign on-loan at Goodison Park last season and struck up an impressive partnership with Keane.
"Obviously [Kurt] was brilliant for us and a great person to have around the squad as well so I'm disappointed he didn't come," Keane told the Liverpool Echo.
"But that's not because of anything to do with football ability because Yerry [Mina] is perfectly capable of doing that as well as he's proven.
"Kurt is back at Chelsea now so that is sort of out of our control. We wish him well and he's seemingly starting to find his feet there now which is good for him.
"He was a fantastic player for us and I loved playing with him so you never know in the future."
Keane revealed he spoke with Zouma about joining the Blues permanently.
"Yeah! I did [ask him about the potential move] a good few times!" he added.
"Unfortunately it didn't look like it was going to happen at any point really. I said 'when are you coming?'
"To be fair, he loved his time here and he's gone back to Chelsea and it's a chance for him to impress and the manager wanted to keep him so he didn't really have a say."