Claudio Reyna had been sidelined since the win at Crystal Palace in September, but returned for City against Blackburn this afternoon.
However, the American midfielder suffered a recurrence of his thigh injury after coming on as a 65th-minute sub.
"It is disappointing for Claudio and disappointing for the club," Keegan told the official City website.
"We had done everything right with him but he told me that he felt it again after five minutes of going on.
"He didn't want to come off as players obviously don't like leaving the field of play after they have just gone on. (Ed-except Christian Negouai, of course).
"We will have to see how long he will be out for but it is a major blow again and we will have to take it on the chin."
Reyna's absence means Keegan is still short of options for the centre of midfield, though Joey Barton has targetted next weekend to make his return from injury.