Keogh, who was on target from the penalty spot in the Championship over the weekend to help Millwall to a 2-2 draw with Sheffield Wednesday, was clearly disappointed at his omission for the crunch ties.
"Not even in the provisional squad, gutted, oh well might get called in last minute! #noloyalty," he wrote on Twitter.
He later added: "Not moaning bout bein left out jus gutted, lot of quality in the squad,maybe after Oman and NY a txt or phone call wud of been courteous !!."
Keogh did not make the inital squad for this month's 0-0 friendly with Wales in Cardiff but was called up alongside Paddy Madden from the standby list as cover.
Madden has been preferred to Keogh in the squad for next month's games while Wolves striker Kevin Doyle is also overlooked.
Keogh scored the opening goal of the Giovanni Trapattoni era in the 1-1 draw with Serbia and has been used on many occasions as a substitute including when he scored a consolation in the 6-1 defeat to Germany last year at the Aviva.