"Who's English at the moment that we could put up for the job? You put Harry Redknapp up and say, 'right, who else?' There's nobody there," Keegan told talkSPORT.
Despite the call for a homegrown boss, the former Newcastle manager believes that the FA may appoint another foreign coach.
"I think it will be another foreign manager," he added. "There's nothing wrong with that but for the people who want an Englishman to lead England there is not a lot of candidates out there at the moment. There are very few English managers now in the Premier League."
England need a draw against Montenegro in order to qualify for the Euro 2012 competition.