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Keane, who rejected a move to the Stadium of Light in the close season, after the clubs had agreed a £9million fee, has played his last game for Leeds if he can find a club before Saturday night's transfer window slams shut.
His substitute appearance left Sunderland's superbly organised defence facing four strikers, but Leeds still could not break them down and Jason McAteer's goal immediately after the break was enough to ease the pressure on Black Cats boss Peter Reid.
Leeds' attacks repeatedly came to grief in the opposition's third of the pitch. Leaving Kevin Phillips alone up front, Reid made his intentions crystal clear and the Leeds crowd understandably grew increasingly impatient.
Sunderland threatened to grab a 15th minute lead when a misunderstanding between Eirik Bakke and Dominic Matteo let in Claudio Reyna but Paul Robinson spread himself to make the kind of blocking save that could earn him promotion from the England Under 21s.
The only other chance of a dreary first half was spurned by Harry Kewell who rose at the far post to meet Alan Smith's deep cross, only to head into the side netting.
McAteer struck with the second half just 28 seconds old. Thomas Butler's high ball was headed down by Phillips for McAteer to stab his shot past Robinson from six yards while looking suspiciously offside.
Venables made a double substitution in the 55th minute, sending on Keane and Olivier Dacourt in place of Nick Barmby and Bakke, but the breakthrough would not come.
Mark Viduka was unfortunate to be denied a penalty when he was clearly pushed in the back by Michael Gray, and Lee Bowyer also shouted in vain for a spot kick when stumbling to Phil Babb's challenge.