The Bit O'Red continued a poor run of form as they crashed out of the FAI Cup at the hands of Stephen Kenny's Dundalk
The 2013 FAI Cup holders were knocked out of the competition by Dundalk last Friday, taking their losing streak to three consecutive games following league defeats against the Lilywhites and Shamrock Rovers.
With 15 games played in the league, Sligo now find themselves in fifth place in the SSE Airtricity Premier Division, 17 points off league leaders Dundalk and 10 points adrift of fourth-placed Shamrock Rovers.
“The players are very hurt over it," Keane admitted on Sligo radio station Ocean FM after the side were dumped out of the FAI Cup. "We've had a good few years but that doesn't mean that it is okay to have a bad one then.
"People might say this or that about the gaffer (Ian Baraclough) but it's us players that have to stand up and be counted ourselves.
“We are just as much to blame as anyone else. When we are out on the pitch the gaffer tells us to go and play and express ourselves.
“When we go out on the pitch we seem to be different and a lot of the blame falls on us as players.”
Meanwhile, Derry City boss Peter Hutton has expressed his relief after his side secured their place in the next round of the FAI Cup.
The Candystripes put their disappointing 5-2 league defeat against St Patrick's Athletic behind them with a 2-0 victory over Cobh Ramblers to progress to the next round.
"Job done, as they say," Hutton told the Derry News. "Cup football it's always important to get the name in the hat for the next round and that's what we have done.
"Coming off the back of the St Pat's game last week, I was very happy with the application of the players."