The England-U21s international has struck three goals for the Owls since joining the Championship side on loan from United in January, and he wants to use his time at Hillsborough to help kick-start his career at Old Trafford.
"I've enjoyed it very much so far," the striker told SWFC.co.uk. "It's been good experience for me as, up to now, I've been playing in every game which has been pleasing. It's the reason I came here – to get games under my belt.
England v Germany
Under-21 international
7.45pm, Monday 30 March
Riverside Stadium, Middlesbrough
Ticket hotline: 0844 499 1234
Buy online: Click here
"I think maybe this is a bit more like reality [here] because you get caught in a little bubble at United.
"Only a certain number of clubs have those facilities and you can take it for granted a bit at times. It's a different experience and something I've taken to. I've got to enjoy the challenge.”
Keane came through the ranks at United alongside his twin brother Michael, who has since moved to Burnley.
Will has already made his senior debut for the Red Devils against Blackburn Rovers back in 2011, his only solitary appearance thus far, but he hopes his goalscoring exploits for Wednesday will lead to him adding to that tally next season.
"My aim is to hopefully come back to United and be involved in the set-up there. That's what I set out to do. At the moment, I'm here until the end of the season and want to give everything here. Hopefully, I can keep playing well and scoring goals and then reassess the situation at the end of the season.”
Keane added: "My aim is to get in the Premier League, hopefully with United, and I'll have to see how the squad is at the end of the season, speak to the manager and take it from there.
"By playing well here [for Sheffield Wednesday], it will help me get recognised. I keep in touch and speak to Warren Joyce [Academy manager at United] quite regularly.
"He's very keen to keep an eye on the games, which is good, and I speak to him after them. He gives me tips on what I can do better and these general chats help me. It's good to know they are watching."
Keane will be hoping that his recent run in front of goal will persuade Gareth Southgate to call him up to his England U21s squad for their clashes in Czech Republic and against Germany at the Riverside Stadium on Monday 30 March.
If you want to show your support for the Young Lions then tickets for their clash in Middlesbrough can be purchased in person at the Boro ticket office or by calling 0844 499 1234. Tickets are also available online.
