Keane is famous at St James' Park for throwing a "haymaker" that Shearer saw coming, and the Toon legend goaded the Man U skipper into picking up a red card.
Keane recorded in his autobiograpy: "I wish I'd connected".
Roy Keane: "I want a club to take to the very top.
"Sunderland was so close, even in my third season there, just a few poor results which every manager goes through.
"I can learn from my mistakes, particularly at Ipswich, and I think potentially I could be a good manager.
"But potential is one thing, going out and doing it is something very different.
"I knew Niall [Quinn] was involved at Sunderland and, on paper, it should have been a nightmare.
"Six or seven Irish fellas involved and all the politics, but it was actually perfect.
"None felt they were the boss so they just let me get on with it and the first two years were a dream, no interference, no nothing.
"That changed when the club was sold to Ellis Short (during the 2008/09 season) and when you have one owner the dynamics of the football club change.
"I was never comfortable. People might think I am a machine and don't get hurt, but I was hurt when I missed the World Cup, I was hurt when I left United.
"I could have stayed with my contract, but my pride had been hurt and I felt I had been disrespected in a big way and stuff that people will never know about.
"When accusations are made against you and you are told where to live or are accused of doing a one-day week, the time is right to go.
"In terms of supporters, Sunderland fans were brilliant, but, as usual, they don't know the whole truth and just believe the headlines and all that.
"Sometimes you feel you want the truth out there, but I have kept my mouth shut. But there was stuff going on in the background I certainly wasn't happy about."