The Red Devils are in the FA Cup final, where they will play Manchester City.
While many do not fancy United to beat the Premier League champions on Saturday, Keane believes they must do so to save their season.
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He told the Stick to Football podcast: "The noise coming out from United last year after they lost the final was that they were almost patting themselves on the back for getting to the final.
Cut that crap out you have to turn up and put in a performance. Don't go down after 15 seconds give yourself a bit of a chance.
The game was over after that City toyed with them, took their eye off for a little bit and gave them a little bit of encouragement."