England may have qualified for next summer's European Championships but Wednesday's home defeat by Scotland underlined Keegan's inability to create a team from a collection of highly valued and widely respected players. As he said, any opposition coach who sees the match on tape "will probably want us in the draw".
His despondency was not just a result of England's shambling performance, it was the realisation that he has little time to improve it. The calender may say there is seven months before the finals open on 10 June but the footballing reality is that he has 270 minutes to build a side.
Fixture congestion at club level means Keegan has just three friendlies before taking his squad to Belgium and the Netherlands. It is not enough, and he knows it. How many matches would you like? he was asked. "After last night, about 20", came the reply.
He has thus asked for good opponents, ones he can learn from playing against. The Football Association have delivered Argentina, in February, and, provisionally, and also at Wembley, Brazil and the Netherlands in May.
There will also be a get-together in March after a match then was ruled out because of the inevitable mass withdrawals. "There is no point in friendlies where players don't turn up," added Keegan. "If I play an inexperienced player on the left side he's got to have an experienced player alongside him."
The left-side, he admitted, was "a problem", but it is not the only one. Both full-back positions, central midfield, where creativity is lacking, and attack, where there is no obvious partnership, also cause concern. Keegan must also assuage doubts that, tactically, he is out of his depth. For example, on Wednesday he switched Tony Adams to mark Don Hutchison because the Everton player was beating Gareth Southgate in the air and winning flick-ons. Very astute, but he only did so in the last 15 minutes.
"I don't sit with boards and start painting pictures all over the place, it is not my style and I think the FA knew that when they appointed me," Keegan said. "They saw a different style of management where we get people to play by getting into their minds and improve them that way. We do do a lot tactically but we don't want to stifle players."
In his nine games Keegan has capped 35 players, 11 of them debutants, and called up another 10. This is on a par with Terry Venables and Glenn Hoddle but, unlike them, there does not seem to be a purpose to the experimenting, no pattern of play he is working towards.
Keegan said he did have a preferred formation, 4-4-2 with a diamond midfield, but added: "With England I believe instead of saying, `right this is the way we play, I don't care who you [the players] are', it is horses for courses. You pick a squad and decide what system to play when you know who is available - you always lose four or five with injury.
"Saturday gave me confidence to play the same way. Last night I said `let's do what we did on Saturday and pass it better'. We didn't."
The passing, he added, "has been the biggest disappointment. In training it has not been a problem but on the big field it has. In Bulgaria when we had an extra man we couldn't pass it when we needed to penetrate. We gave the ball away too cheaply in the second half in Scotland. I said to the players after the Wembley game `what was the biggest problem?' and they said `We didn't pass it'."
For that reason, he added, it was not a night to judge Alan Shearer though he admitted his partnership with Michael Owen did not work. Emile Heskey, preferred as a substitute to Andy Cole because "I felt if I put Andy up with Alan they might get a little bit flat," is likely to get his first start in the coming games, maybe with Shearer.
"At some stage I have to go with what I think is right and stick by it," added Keegan. "I have seven or eight players in my mind and three or four places up for grabs."
They will probably be filled from within the squad. In the six calendar years since Graham Taylor's last match, on 17 November 1993, to Wembley on Wednesday, 73 players have won England caps from a staggering 98 who have been called up. The only new faces one can imagine breaking into the squad are Muzzy Izzet, Lee Bowyer, Michael Bridges and, in extremis, Joe Cole.
It would help if everyone was fit. Even for Wednesday, when Keegan felt he had a relatively injury-free squad, he was missing Martin Keown, Steve McManaman, Darren Anderton, Graeme Le Saux, Gary Neville, Stuart Pearce, Kieron Dyer, Robbie Fowler, Nicky Butt and the suspended David Batty.
Even then can Keegan, in three games, find a way to make them play? "You know me, I am the eternal optimist, I really believe we will find the solution. It may take a while, it may start with Argentina. We have to try something different if we are going to win anything, we can't just go on like we did last night and say it will come right. We have to get something the players can trust in and believe in."
That sounds like a man whistling in the dark hoping his lottery ticket comes up to pay the electricity bill. But Keegan, not without justification, added: "We go there with as much chance as anyone: Czech Republic, the Netherlands, Italy. We beat Belgium last month and they then beat Italy. I think it is as open as it will ever be. Euro 2000 is the time to judge us, on the big stage. I am happy to be judged on that."
Shades of Clive Woodward, the England rugby coach, who asked to be judged on the World Cup. English football supporters will hope for a better verdict on Keegan but, as yet, there is little reason to expect one.