Keane flattered by champions' interest
The former Manchester United youngster joined Burnley in January 2015 for £2m, but has been linked with a number of big-money moves with some of England's top clubs.
Chelsea are reportedly eyeing up a £25m bid for the 23-year-old, but it was Leicester who made the biggest effort to sign the defender in the summer.
The Foxes made a number of bids for Keane, but saw all offers - which reached £15m - rejected by the newly-promoted club.
A move to the King Power Stadium would have likely seen Keane play Champions League football, but the defender insists that he is happy at the Clarets.
Keane said: It’s flattering when teams like Leicester come in but I am really happy here. The fans have been brilliant with me here, as have the manager and players.
"It’s great when teams like that come in but I am quite happy. I won’t be looking at Leicester in the Champions League thinking: ‘That could have been me’ because I tend to think what will be, will be.
"Hopefully at some time in the future I will get to that level anyway. Leicester have done brilliantly and I will be supporting them because I was there on loan [in 2012-13] but I’m not disappointed I am not there".
Keane was named in the Championship Team of the Year last season and has taken to the Premier League like duck to water. It now seems like a matter of time before we see him in the Champions League.