The outspoken Irishman appeared in an ITV documentary in December alongside former nemesis and Arsenal captain Patrick Vieira.
In the highly successful documentary, both players named their dream teams for their respective clubs.
Peter Schmeichel, Paul Parker, Jaap Stam, Gary Pallister, Denis Irwin, Cristiano Ronaldo, Paul Ince, David Beckham, Eric Cantona and Ruud van Nistelrooy all made the side, along with Keane.
But most surprising was the absence of club legends Ryan Giggs and Paul Scholes, something the Republic of Ireland assistant coach feels 'embarrassed' about.
"That programme is not something I'm entirely happy that I've done," he said.
"Whether people liked it or not, I felt uncomfortable picking my best XI.
"I felt embarrassed leaving players out. I feel like I disrespected my team-mates.
"And if you asked me to name my best XI now, well I wouldn't do it, first of all. But if I did, there'd probably be three or four changes."
Keane's 12-year stay at Old Trafford came to an end in 2005 after an infamous falling out with manager Sir Alex Ferguson.
The 42-year-old, however, has been linked with a return to the club as an assistant to Louis van Gaal, should he fill the void left by David Moyes.
