"Could have, should have but we still had enough good attacking play, especially in the second half," said Keane to the Press Association.
"We haven't been scoring enough goals this season, though, and that was the case again today.
"If you score one at home you've got a chance of getting a point but we gave two very bad goals away.
"We gave ourselves a mountain to climb and weren't quite up to it. "We gave ourselves a chance by getting back into it so quickly through Jason (Scotland).
"But the first half was poor and we should do better. "Coventry put us under pressure but we know we need to do better in possession, especially as the home team.
"At half-time I was quite pleased to only be one down because I knew we couldn't be any worse.
"If we could keep a clean sheet in the second half we knew we were capable of getting one goal. "So the penalty was a really bad goal to give away. It was criminal. "You're always telling your defenders to stay on the feet. "When you don't do that you're in trouble. "It's not all about being a hero and diving in. It's about using your brain."