He played in Major League Baseball (MLB) as a right-handed pitcher from 1977 through 1986 for the Oakland Athletics (1977–1983), New York Yankees (1983–1984), St. Louis Cardinals (1985), Chicago Cubs (1986) and Houston Astros (1986).

From 1978 to 1979, Keough made 28 consecutive starts without a victory, tying Cliff Curtis (1910–11) for the longest streak in MLB history according to the Elias Sports Bureau.

A number of baseball historians and statisticians have put this down to manager Billy Martin overworking Keough and the other members of the 1981 rotation.

In 2006, Rob Neyer estimated that Keough threw 131 pitches per complete game in 1981, a heavy workload for a young pitcher even then.

[6] Nursing a sore arm, he spent parts of two seasons in the minors and returned to the majors with the St. Louis Cardinals late in 1985.

In March 1992, he tried again with the Angels and had made the major league roster, but while sitting in the dugout during an exhibition game in which he was later scheduled to pitch, he was hit in the right temple by a foul ball off the bat of San Francisco Giants' John Patterson, seriously injuring him and ending his playing career.

Keough threw a spitball that Boston Red Sox second baseman Jerry Remy missed completely and had seemingly struck out.

[citation needed] In a nine-season career, Keough posted a 58–84 record with 590 strikeouts and a 4.17 ERA in 1190 innings pitched, including seven shutouts and 57 complete games.

Shane, their oldest son, is a third-generation professional baseball player, making it as far as the Stockton Ports, a Class A affiliate of the Oakland Athletics, before being released in 2010.