The Dutch striker rocked up at Manchester United sporting an accessory for his long, black locks and no-nonsense Keane did not approve.
The United captain's straight-talking approach took Van Nistelrooy by surprise to begin with, following his £19 million move from PSV Eindhoven.
And he made his disdain for his headband abundantly clear in Van Nistelrooy's early days.
"He was direct, everybody knows that but in the beginning, I had to get used to that.
"For three months, every day he would talk about that hairband - 'get that thing out of your head! What the eff are you doing with that hairband? You're in the Premier League now!'
Keane was known for being all-action on the pitch but according to Van Nistelrooy, he was tranquil before the game and it was only when he crossed that white line that a switch flipped.
"I remember the way he prepared for a game, I was shocked," the 44-year-old added.
"He was just reading the programme, sitting there in the dressing room so calm and easy-going.
In total, Van Nistelrooy hit an impressive 150 goals in 219 games for United, winning four trophies.
He also claimed the Golden Boot in the Premier League-winning campaign in 2002/03, having narrowly missed out in his debut season.
Van Nistelrooy was on 23 goals and neck and neck with Thierry Henry going into the final day of the season but the Frenchman took home the prize by a solitary strike after Sir Alex Ferguson left his star striker out on the final day.
Van Nistelrooy explained: "I was up there for the Golden Boot, first year I was challenging that, but in the last game of the season the gaffer left me out, he said: 'You're not winning the Golden Boot son, we didn't win the league.' Not even on the bench.
"The manager, he made me sharp in that moment, you cannot believe it. Goals, you need to connect it with titles."
Van Nistelrooy allegedly told Ronaldo he had found a new dad in Carlos Queiroz, Fergie's assistant and the man who helped bring Ronaldo from Sporting, not long after his own father had died.
Addressing the situation, Van Nistelrooy admitted he was "wrong" and said he issued an apology to the Portuguese superstar at the time.
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