With eight minutes left, Keano held off Guy Butters as he received the ball with his back to goal and somehow volleyed over his shoulder into the top corner to secure our 2-1 victory.
McGhee handed Robbie his debut when he was his boss at Wolves.
"If you had to lose a game 2-1, I would say I want Keane to score," he said afterwards. "It's no surprise he's gone on to have the career he has had. He's getting better now he's playing right up front, I always thought he was a target man.
"It was a terrific goal. He doesn't score rubbish goals."
"That's the difference in the Premiership, they've got good players who can do that to you even when they're not having a great day."
The Seagulls gave a good account of themselves, hitting the bar early on, levelling Ledley King's opener in the second half, forcing a fine save from Paul Robinson and then defending superbly before Robbie's late strike.
"I hoped we might have won and we had a chance, which is nice, but you can always lose a game like this," McGhee added.
"We tried to stop their passing, we didn't want them to have long sequences. If we gave them space we know what they're capable of.
"We needed that extra player in midfield to create passing and depth. It was more to do with that than spoiling them."
Brighton boss Mark McGhee wasn't surprised to see Robbie Keane produce his stunning late winner in Saturday's FA Cup tie.