The midlands club pulled out of a move to sign Keane after failing to agree personal terms with the 30-year-old striker, having had a £6million bid accepted by Tottenham.
"It was never going to happen," said Keane, who also insisted he knew nothing about reports linking him to West Ham. "I haven't heard anything at the moment but we will just see what happens.
"But like I said, that Birmingham stuff was a bit bizarre with a statement coming out from them, which I found very strange."
He added: "A deal was never really on the table, so I just think that Birmingham was looking for a bit of publicity really."
Keane, who joined Celtic on loan this time last year, admitted he did not know whether he would still be be at Spurs by the end of the transfer window.
He told Sky Sports News: "I'm not too sure - we will have to see what happens. There are still a couple of weeks left, so I'm sure we'll find out by then."