Keogh, 30, has been skipper of the Championship club since joining in 2012, apart from during Paul Clement's eight months in charge from June 2015.
The Republic of Ireland international, who scored in the abandoned EFL Cup tie at Grimsby on Tuesday, told BBC Radio Derby being reappointed was "amazing".
"Since I came through this door, it's been a great journey," he added.
"This club gave me the platform to captain my country and I will be forever grateful.
"My son was born in Derby as well so I will always have great affection for this club. It will always be in my heart.
"I have loved every second of it. It's six seasons and it has gone in a flash. You can see how much it means to me when I step on to the field. Hopefully we can make some great memories this season."

The midfielder fired in off the bar within seconds of coming on after latching onto Adam Armstrong's header.
Bradford, whose outside hopes of automatic League One promotion have now all but gone, went close through Josh Cullen and Jamie Proctor.
Their miserable night was completed when substitute Steven Davies was sent off for an off-the-ball incident.
The Bantams have dropped to fifth but stay in the play-off spots, while Coventry are 11th, six points shy of the top six, after their second win in four days.
Sky Blues boss Tony Mowbray told BBC Coventry & Warwickshire:
"Andy Rose is a good player. He has a great future at this club. I had a long chat with him before the game, as he was the only change from the weekend.
"He is a fantastic athlete. He is 6ft 2ins, he can head it, he can run, he can spray long passes. His time is going to come.
"The goals had dried up and we were losing matches, but I have always been proud of my players. I have never had to question their desire."
Richard Keogh says Derby County will "always be in his heart" after being named as captain by boss Gary Rowett.
[NEXT_CONCEPT]
Substitute Andy Rose scored with his first touch as Coventry City edged to victory over 10-man Bradford City.