The Ireland captain was in downbeat mood as he spoke ahead of a flight to Poznan, where Cesare Prandelli's men offer the Irish their last chance of putting points on the board in Group C. Having lost 3-1 to Croatia and then 4-0 to defending champions Spain, Ireland were the first team officially knocked out of the tournament.
But, with one of the largest travelling supports of the tournament still behind their team, Keane insisted they needed to front up against Italy. "Just pride, that's all we're playing for," said the Los Angeles Galaxy striker.
"You don't want to go home without any points on the board. It is important we regroup as a team and give the fans something to cheer about. It has been a difficult week for the team, not just me.
"We are here as a group not individuals. It has been tough for everyone because no one likes to lose games. We came here thinking we have a great chance but unfortunately it hasn't worked out and we lost two games."
Keane joined a growing list of Ireland players who said that Spain were just too good to compete against on Thursday night. For the second game running, Ireland conceded inside the opening five minutes, ensuring they faced an uphill task, particularly given their formation is based on counter-attacking play.
'Full credit' to fans
But, no matter the system, Keane seemed to argue, there was no way of beating the world and European Champions. "Sometimes in life you just have to hold your hands up," he said.
"I felt coming off the pitch I had played one of the best teams I think I have ever seen and you have to accept that. As a group, we realise that. We are playing against the best team, the best team I think I have ever seen. We played against the best team in the world.
"If we had played with everything we had, which we obviously 100 per cent did, it still wouldn't have been enough because as I said we played against the best team I had ever seen.
"Everyone knew how good Spain were but when you play against them... sometimes you have to hold your hands up. That is certainly the case here. The determination, the commitment and desire was there from every player. There is no question about that, we gave it our all but just weren't good enough."
Keane's final thoughts turned to Italy, and he hopes to reward the large travelling support that have brightened up the tournament, as their heroes on the pitch failed to do so. "The mood for Monday is we are not going home without any points," said Keane.
"The lads will certainly be desperate to give the fans something to cheer. Again, we keep saying it don't we, but they were absolutely incredible against Spain and it was the best atmosphere I've ever ever witnessed. Full credit to them."