Keogh believes McClaren's familiarity with the club will be a positive for players and help them turn their season around.
Derby's Richard Keogh
Derby County captain Richard Keogh has said he was surprised the club reappointed Steve McClaren but insists he is looking forward to working with the former England boss again, according to the Rams' official website.
McClaren returns to the Derby hot seat no more than 17 months after he left the club in acrimonious circumstances following constant speculation linking him with the job at Newcastle.
But this week, the Rams rehired the 55-year-old after axing Nigel Pearson and Keogh believes it is a wise choice.
Derby's Richard Keogh and Alex Pearce (L) celebrate at the end of the match
The 30-year-old told the offical website: "Like everyone, I was a little bit surprised when the news came out on Wednesday.
"Ultimately, though, there was a feeling of excitement at the back of it.
"A lot of this group have worked with him before and he got the best out of a lot of us."
During his last spell in charge of the Rams, McClaren guided them to the 2014 Championship Play-Off Final, overseeing 95 games with a win rate of 54 per cent.
The 55-year-old played for Derby between 1985 and 1988 and was a second division title-winner.
Derby's Nick Blackman scores the second goal from the penalty spot
After leaving Derby in 2015, McClaren was appointed as manager at Newcastle United where disastrous results led to him being sacked in March this year.
But the Republic of Ireland defender believes McClaren's familiarity and brand of football will be positive for the club.
He added: "We know how he likes to work and he knows the club very well too.
"That last factor is important. Steve coming back is a good appointment for all of us.
"There were a lot of great memories and results along the way the last time he was here.
"He knows the strengths and weaknesses of a lot of the players here and, under him, we improved a great deal.
"We built confidence, played a really easy-on-the-eye style of football and we showed that we can be a very very good team."
Sam Gallagher of Blackburn Rovers in action with Richard Keogh of Derby County
Currently sitting in 20th place in the league, Derby return to Sky Bet Championship action this weekend by hosting Leeds United at the iPro Stadium before they face Brentford again on home soil on Tuesday evening.