Speculation emerged earlier this week that the 24-year-old would look to move on when the transfer window reopens following an impressive season that has seen him earn a maiden England call-up and a PFA Young Player of the Year award nomination.
"I actually got told via a TV screen apparently that he will be leaving, that was news to me as a manager. The reality is that nothing's changed. If there was [interest from other clubs], it would only be something that we control. We're a different animal than what we were a few years ago, we're in a very strong situation now - the club financially, the way the business side is run," Dyche told reporters.
"We can make those decisions when it's appropriate to do so. We're certainly not under any consideration of our players leaving at this moment in time. We're in control. He's under contract, people do forget that. It's a strange situation now, there's no two ways about it, players and other clubs have become more powerful because of finance. He's officially under contract.
"He equally knows the appropriate time when we will speak about his future. He knows that, he's well in the loop. It didn't need someone through the TV to tell me apparently he will be leaving, I don't know where that came from. A source, apparently. I'm always a good source, as manager. I'm pretty reliable as well.
"He's learned a lot. He knows the information that I gave him at the beginning of the season. He bought into it. For all parties, even the team, it's proved to be right, he's delivered a very good season and he's been recognised internationally, which I felt he would do He's been an important part of the team. That's an ongoing thing until we decide it changes."
Keane has been an ever-present for the Clarets this season, starting all 33 of their Premier League outings.