 With the advent of automobile racing, Keene competed in the 1903 Gordon Bennett Cup at Athy, County Kildare, Ireland driving a Mercedes.In a race won by Camille Jenatzy, he did not finish after his car experienced axle problems.Keene maintained a country home at Monkton, Maryland and a home in England with a stable at Melton Mowbray where he kept up to ten field hunters for fox hunting.