Roy keen to learn from mistakes
Reigning champions Real Madrid dumped Sir Alex Ferguson's side out of the competition in an exciting quarter final second leg on Wednesday night at Old Trafford, but Keane was disappointed with the manner of their exit.
Despite United winning the game, they went out 6-5 on aggregate, and the captain was left fuming at the loss of key goals at vital times.
The Irish midfielder says that after a number of disappointing failures, he and his side must start to learn from their mistakes if they are to taste European glory once again.
"We keep getting these lessons and the penny has to finally drop," said Keane.
"We can't keep giving goals away to teams like Real Madrid. Once again we have had plenty of chances but we keep giving ourselves a mountain to climb and we haven't been able to rise to the challenge.
"We don't need reminding that we keep giving the same kind of goals away.
"We have had plenty of disappointments in Europe now. We keep getting to the quarter final but it is that next step of going on to win the trophies.
"A lot of teams get so far but it is going that final few yards."