The City boss watched from home as the City winger struck on his international bow on Wednesday, but was not surprised to see the impact the 22-year-old made.
He told the Press Association: “It was a terrific performance from him, but not a surprise to Manchester City fans who have been seeing that for the last two years.
"The rest of the country, and probably the world now know we’ve a very exciting talent in Shaun, and I thought he did everything that was expected of him. But at 22, he still has things to learn."
Wright-Phillips may now become a member of England's squad during the World Cup qualifying campaign, and as a result, Keegan reckons his consistent development will continue.
"He will get better, which I know sounds frightening," he added. "But I honestly believe there is improvement to come in Shaun. The next two to three years of his development, as he plays at the top level, and against and with the very best, you will see him come on again.”