"The return World Cup fixture against Germany next year is due to be shown live on both BSkyB and BBC."
In an interview on BBC Five Live, the England boss said that everyone should have a right to see the game on 11 October.
"I think it should be available to everybody - and I do feel that about all the major events," he said.
The FA have admitted they are powerless to prevent an England game from being shown on a pay-per-view channel for the first time.
Rights
But Keegan said it was up to the Finnish FA to decide what to do with the match rights.
The independent u>direct, whose sports and film services are supported by Sky Digital, are believed to have spent in the region of £1m to secure the live rights from the Finnish FA.
But the deal will only be accessible to around 15% of households in the county, although a highlights package will be made available to terrestrial channels.
The limited availability of the game has worried the FA, who are seeking talks with their Finnish counterparts to see if the deal is watertight.
"Clearly this is a decision which has been taken by the Finnish FA," said FA spokesman Adrian Bevington.
"As the host nation they are empowered to make such a decision without any input from ourselves.
Fundamental
"When brokering our own television contracts it is always a fundamental aim to provide as large a viewing audience as possible.
"Our home fixtures are currently shown live on BSkyB, with highlights immediately afterwards on ITV, reverting to BBC from the 2001-02 season.
"The return World Cup fixture against Germany next year is due to be shown live on both BSkyB and BBC."
But Roger Hall, marketing director of the digital broadcasting group who operate u>direct, said that the purpose for gaining the live rights was to broaden their distribution of the game.
"We will be putting it on pay-per-view on our own service on Sky Digital," he said.
"We plan that it will be available on other pay-per-view services on other platforms and also in commercial premises.
Highlights
"We will also seek to reach an agreement for terrestrial free-to-air distribution on a highlights basis."
Glasgow's Old Firm clubs will also be featured by the pay-per-view channel when they play their European Cup qualifiers.
Rangers' visit to Denmark for their match with Herfolge will be followed 24 hours later by Celtic's Uefa Cup tie in Luxembourg against Jeunesse Esch.