The Premier League outfit from Wearside hit the post late on, but United's win was fully deserved.
"I'd love to stand here and say it's not too bad, but if I said I wasn't disappointed I would by lying through my teeth," said Keane, who led the Black Cats to the Championship title last season.
"We were lacking a bit of sharpness. It was not for the lack of trying but when you start a game like we did and you go a goal down after two minutes, no matter who the opposition is, it's going to be a long afternoon.
"If we do that in the Premier League, it's going to be a long season. Overall, I'm disappointed. We've got to try to raise the bar all the time and we didn't quite make it."