The sides will meet again on Sunday, September 17 in a repeat of last year’s decider — which the Dubs won by a point after a replay.
However, Keegan also admitted that nobody should “underestimate just how good” this Dublin team is, and said that Mayo must be ready for ‘a serious test’.
The Westport defender was speaking to Mid West Radio yesterday, in association with SuperValu’s #behindtheball campaign.
“When you’re good enough to win it, you’re good enough to win it, and that’s the way the attitude of our group is,” the 27-year-old explained.
“We’ve come up against a Dublin team over the last four or five years that have exemplified football with the way they’ve transformed and played.
“They’ve won four All-Irelands in six years and are going for three in a row, and you can’t underestimate how good that team is.
“We’ve been here before, we’ve experienced the build up, we’re well-experienced from that point of view,” he added.
“Again, our management has a good system in place so we’ll just focus on our training and work on what we need to for the final.
“So our build-up for the final will be very low-key but, of course, the players are looking forward to it, it’s the pinnacle for every footballer, they want to be back on the third Sunday in September in an All-Ireland final.
“We just need to train hard, work on the things we need to improve and give it a right good go,” he added.
“We have a serious belief within our squad that we are capable of winning, it’s just a case of getting over the next few weeks and looking at the bits we have done well so we can try and beat Dublin.”
Mayo have played nine matches to reach their second successive All-Ireland final through the backdoor, with extra-time also required before they squeezed past Derry and Cork in the qualifiers.
The Westerners also needed replays to overcome both Roscommon and Kerry in the quarter-final and semi-final respectively.
However Keegan believes that the manner of Mayo’s impressive victory against the Kingdom last Saturday showed how ‘battle- hardened’ they have become thanks to a marathon campaign.
“Playing games makes you a bit more battle-hardened, and that’s what has happened us this year.
“We’d love to be winning games in normal time and within a one game parameter, but again that’s just the route we took.
“This team have been around together a long time though, we’re improving every game, and we know when it comes down to the stretch we are capable of beating teams, whether it be by one point or five points as it was at the weekend.”
The four-time All-Star also said that the ‘trust’ between manager Stephen Rochford, his coaching team, and the Mayo players was a big factor in their recent resurgence.
“We know if we’re not going well, Stephen is not afraid to make changes and bring lads in.
“It’s very much up to ourselves, we’re in such a great place and we trust our management so much with what we’re doing.
“You could see within the performance on Saturday, how much we do trust them, and how it worked out in the end.”
Meanwhile, Kerry GAA chiefs have confirmed the times, dates and venues for their senior football championship quarter-finals following the Kingdom’s exit from the All-Ireland series last weekend.
Austin Stack Park, Tralee will host a double header on Saturday, September 23 with Kerins O’Rahilly’s playing East Kerry (4pm) and Austin Stacks facing West Kerry (5.45pm).
On Sunday, September 24, the remaining two-quarters will be played at Fitzgerald Stadium, Killarney. All-Ireland club champions Dr Crokes open proceedings against Kenmare Shamrocks (1.30pm) with Rathmore meeting South Kerry at 3.15pm.
The semi-finals are fixed for a fortnight later and the final is set for October 22.
The SHC semi-finals will be played on September 24 at Austin Stack Park. Lixnaw meet St Brendan’s (2pm) while champions Kilmoyley play Ballyduff at 3.45pm.
The Kerry hurling decider is fixed for October 8.