De Gea saw two goals fly past him before being forced off with injury. United went onto win 3-2 on Sunday.
Keane admitted De Gea, 30, has improved this season but he is still unimpressed with the Red Devils' No1.
De Gea signed for United in 2011 from Atletico Madrid for £22.5million and has gone on to make 416 appearances for the club, winning the Premier League in 2013.
Speaking on Sky Sports before United's game at Southampton, Keane was asked about the Spanish shot-stopper's performances this campaign and replied: "They've been a little bit better, yeah.
"I think it certainly helped [Dean] Henderson coming back to the club. I think he's got a proper competition there now.
"When they are going training every day, they can look each other in the eye.
"And he knows if he makes too many mistakes - well as many as he's made in the last few years - then Henderson will be in.
"His form has been a little bit better. I have to say I am still not his biggest fan. I just don't think he does enough for me.
"You've done a lot of talking there about stats and playing the games...he's on a huge contract, he's made big mistakes that has cost United big points.
"I think he's got one league title in ten years - that's not a great stat."