With 15 minutes left on the clock Town were 3-1 up, but conceded twice in the last quarter of an hour including a strike in injury time to leave them with still no win from ten league games.
Speaking of his disappointment in the post match press conference, Keane said: "We are obviously very disappointed with just the point and we threw the game away in the end.
"We kept giving the ball away in the last 15 minutes or so. Perhaps we were a bit nervy because we haven't got that first win yet.
"I thought we started well and even when we were a goal down, I had a good feeling about us.
"We got ourselves in a winning position at 3-1. You know the game's not over, but we should have seen it through and it was another setback.
"The players are down and that is to be expected, but we have to respond again on Saturday and go into the international break on the back of a good result at Barnsley."