The United defender sealed a four-month loan move to Turf Moor on deadline day as the youngster looks to prove himself in the top tier.
The 21-year-old has previously enjoyed stints with Leicester City, Derby County and Blackburn Rovers in the Championship, and Keane now believes that he is ready for top-flight football.
"I didn't have a clue until about 5p.m. on deadline day, so it was all a bit of a rush and hectic but we managed to get the loan deal done in the end," he told the Lancashire Telegraph.
"I'm very happy about it, it should be a great experience for me in the Premier League so I'm really looking forward to it. I feel it's the next step in my progression at that level.
"I think I've done pretty well in the Championship over the last two seasons when I've been out on loan there. But I've only played once in the Premier League before, so I'm looking forward to making that next step and playing some more."
Keane could make his debut next Saturday when the newly-promoted Clarets travel to Crystal Palace.