The Republic of Ireland international glanced a sixth-minute header in off a post, having shot against the same upright moments earlier.
Keogh should also have had a penalty 11 minutes after half-time but was booked for diving after going down under Titus Bramble's challenge.
After Jordi Gomez had blazed over Wayne Hennessey's weak punch from a second-minute Jason Koumas free-kick all the chances fell to the visitors.
They should have taken the lead in the fourth minute when Keogh, on the left of the area, cut back onto his right foot to curl a shot which rebounded back off the far post.
However, he made up for it soon after, rising above a static Paul Scharner to glance Nenad Milijas' left-wing free-kick past Chris Kirkland and in off the woodwork.
Gomez headed in Charles N'Zogbia's right-wing free-kick only to be flagged offside in a rare attack. N'Zogbia then had a shot deflected over, Gomez fired the resulting corner into a crowd of players and Bramble headed wide.
In that same period N'Zogbia had their best chance of the game when he ran on to Hugo Rodallega's flick on only to shoot tamely at Hennessy.
The second half saw a moment of controversy when referee Mick Jones booked Keogh for diving when it appeared Bramble had caught him.
Substitute Scott Sinclair headed Gomez's cross wide and Scharner fired over late on as the Latics failed to level. It left Wigan manager Martinez to work out how to find a way to get his side to turn their vastly superior second-half possession into clear-cut chances. http://www.wiganlatics.premiumtv.co.uk(Wigan Athletic's official website)