Last season, Gerrard took over a relegation-threatened Aston Villa side in November and led them to a 14th-place finish in the Premier League.
Aston Villa are now 17th place in the league table with nine points from eleven matches and have picked up only two points from their last four matches.
The Villa Park club decided to let the former Rangers manager go after Thursday’s 2-0 defeat against Marco Silva’s Fulham.
Keys however says that Aston Villa made the decision to let Gerrard go at the start of the week, meaning he was set for the sack regardless of the result at Craven Cottage.
“As I said in my blog Monday – Villa had decided to let Stevie G go at the start of the week”, Keys wrote on Twitter.
“I’ve no idea why he was in charge last night.
“Nothing was going to change.”
Aston Villa will entertain Brentford on Sunday at Villa Park, and it remains to be seen whether Midlands club will be able to fill their managerial vacancy before they meet Thomas Frank’s side.