Keegan resigned after Saturday’s disastrous defeat against Germany in our first World Cup qualifying match in Wembley Stadium’s finale.
Anderton was left out of Keegan’s final squad because he wasn’t fit at the time it was selected and somewhat surprisingly - considering injuries to Steven Gerrard and David Beckham and Paul Ince’s withdrawal — he hasn’t been called up for Wednesday’s crucial trip to Finland.
Speaking after training at Spurs Lodge, Anderton admitted: “The news about Kevin Keegan was a huge shock. It was a pretty emotional weekend all in all and that topped it off.
“It’s disappointing because all the players liked him but he’s made his decision and hopefully the boys can now do well against Finland.”
Anderton appeared as disappointed as anyone after England’s 1-0 defeat on Saturday courtesy of Dietmar Hamann’s free-kick.
The midfielder said: “It wasn’t the ideal way to finish at Wembley but there was always a chance of that happening because of the way it was built up.
“Germany are a great team and they showed that. Unfortunately we didn’t play as well as we can but luckily it is a qualifying process and there are other opportunities for us to get ourselves through to the World Cup Finals.”
Anderton now hopes to be picked by the new man in charge. He added: “You just get on with it and hope that you get picked by the new coach, whoever that may be.
“We’re all starting again as such so I suppose it makes it interesting. Those who haven’t broken into the set up quite yet will see it as an opportunity to impress the new man.
“I’ve been very fortunate to have played for England on many occasions and of course to have played at Wembley. I’ve been very lucky.”
To listen to Darren's thoughts on Kevin Keegan, click here
Darren Anderton was shocked by Kevin Keegan’s decision to walk out on England.