Willy Caballero was called up to replace the Spaniard and kept a clean sheet as the Blues beat Wolves 2-0 at Stamford Bridge.
Asked if he admired Lampard for making such a big decision, Keane told Sky Sports: "Yes and no. That's Frank's job.
"His job is to try and make the right decisions for the football club. If that means leaving the goalkeeper out, then you do it. You don't blink an eye.
"You've got to be brutal, and Frank has. Kepa has lacked that presence as a goalkeeper. If you're playing for Chelsea, and you've got Wolves at home to try and get a positive result to try and get in the Champions League, if you can't deal with those kind of demands then you're in trouble."
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