Tottenham Hotspur midfielder has been charged with violent conduct by the Football Association.
In his weekly Daily Mail column, the former Arsenal defender warned Alli he will continue to be targeted due to his ability and said he must "keep a lid on" his temperament.
On Wednesday, the Spurs midfielder accepted an FA charge of violent conduct after lashing out at Baggies counterpart Claudio Yacob.
As a result, Alli is expected to miss the final three games of the campaign.
"I think he has probably got away with a few other incidents this season and your next opponent is always watching and waiting for you," Keown wrote in the Mail.
"I think West Brom did a bit of a job on him on Monday, goading and baiting him into reacting but you cannot react like that. He has to hurt West Brom with his football, that’s the ultimate response.
"People will always home in on him because of his talent. West Brom did an experienced job on him and he showed an inexperienced reaction.
"But I don’t have a problem with him, I like him as a player and his desire, but he has to keep a lid on that kind of behaviour."
20-year-old Alli, who is in his first season outside the third tier of English football, has collected the second-most yellow cards of any Spurs player in the Premier League this term.
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Tottenham's failure to beat West Brom leaves them trailing leaders Leicester City by seven points again heading into the final three matches of the campaign.
Without Alli, who's been directly involved in more top-flight goals than any English midfielder this season, Spurs' task is even more arduous that it would be otherwise.
However, there is little the former MK Dons man could have done, with Leicester needing one win from their final three matches to secure the title.