The England international moved from Leicester at the start of the season for a world-record fee for a defender, and has already taken up the mantle left behind by Ashley Young's departure.
Keane told Sky Sports: "I'm concerned when a new player is giving the captaincy as it doesn't say much about the other lads, but he's a good age and he comes across as a sensible lad."
United's mark of confidence in the 26-year-old was backed up by boss Ole Gunnar Solskjaer praising Maguire's leadership abilities, and ex-captain Keane also explained how the centre back could approach his new role.
He added: "It's all about the team. Don't be distracted by it, by the captaincy, enjoy it. You don't need the armband to be a leader but he does seem very proud of it.
"It is a big responsibility. I always try to focus on trying to be the best player in training, the best player on a weekend and hopefully the rest of the players will follow."