The former Manchester United ace was abused by fans during the Carling Cup clash with Northampton on Tuesday.
Sunderland won the match on penalties.
Keane said: “The abuse of one or two supporters is something I simply will not tolerate.
“The crowd were poor but it is up to our players to get the crowd going — and they certainly did not do that.
“Trust me, I am my biggest critic. I appreciate criticism but that means constructive criticism.”