Keene's basket came after UMKC's Martez Harrison drove to the basket and scored, tying the game for the seventh time with 16.7 seconds left. A final desperation shot by the Kangaroos was short.
Keene scored 18 of his 21 points in the second half and put in the Penguins' last nine points. Shawn Amiker added 18 points and 11 rebounds for the Penguins.
Harrison led the Roos (2-4) with 20 points. Reese Holliday added 13.
Youngstown led 36-29 at the half before UMKC scored the first nine points of the second half to briefly lead.
The Penguins (4-3) have won three straight games for the first time since January 2013.