Keane has impressed during his loan spell with Wednesday and rumours have surfaced in the Sheffield Telegraph that the Owls may try to land him on a permanent transfer.
However, the 22-year-old insists that his main aim is to prove that he can make the grade at Old Trafford and he is not thinking about leaving his parent club at present.
"My aim is to hopefully come back to United and be involved in the set-up there," he said. "That's what I set out to do. At the moment, I'm here until the end of the season and want to give everything here. Hopefully, I can keep playing well and scoring goals and then reassess the situation at the end of the season.
"My aim is to get in the Premier League, hopefully with United, and I'll have to see how the squad is at the end of the season, speak to the manager and take it from there."
Wednesday now have money to spend, following the takeover of Dejphon Chansiri, and it would be a surprise if they do not try and convince United to allow Keane to leave on a more long-term basis, even after his statement today.
Keane is 22 and his chances of breaking into their first-team ahead of United's stable of high-profile forwards appear slim.
At Wednesday, though, he is valued and could fill a void in their squad that Stuart Gray has been worried about all season.
The Owls boss has expressed a need for a potent goalscorer up front and it seems that Keane has the ability to perform that function.
At the moment the rapid forward has three goals in his first 10 appearances and if he keeps improving at a similar rate, then he could be a valuable addition to Wednesday's first-team.