The Black Cats have splashed out an initial £7million for Gordon, who has signed a five-year deal, with the prospect the fee could rise to £9million due to a number of clauses attached to the deal.
That would beat the previous British record for a keeper, eclipsing the £7.8million Manchester United paid Monaco for Fabien Barthez in 2000.
Yet Keane is determined to splash more cash before the transfer window closes at the end of the month in a strenuous effort to avoid immediate relegation from the Premier League.
Keane has already signed Kieran Richardson for £5.5million, Michael Chopra (£5million), Greg Halford (£2.5million), Paul McShane (£2.5million), Dickson Etuhu (£1.5million) and Russell Anderson (£1million).
However, there is no stopping the Irishman as he said: "Like I've said many times before, if I think there is a player out there I think can help improve us I have to be interested.
"I think we need two more players, and we've identified two more we hope to sort out next week.
"So far I've been very lucky getting the players we have. Most of the deals we've gone for have come off.
"I've obviously had good backing from Niall (chairman, Quinn), Peter Walker and the board, and I'm grateful for that.
"It's important we bring the right player to the club. I won't spend the money willy nilly.
"We want to bring in the right characters, and I'm delighted with the lads we've brought in."
In Scotland international Gordon, Keane knows he has a top drawer player, adding: "I rate him very highly.
"I think he can only get better, and this is the right club for him because we've good goalkeeping staff here.
"But we're delighted. It's been a hard deal, and Peter Walker has worked extremely hard."
Yet the 24-year-old is in danger of missing Saturday's curtain-raiser against Tottenham at the Stadium of Light.
"We've two other good goalkeepers, which adds competition, and you can't beat competition for places," added Keane on safctv.
"The number one jersey was available, and obviously Craig is going to wear that.
"But we'll see how it goes over the next few days because I think he has had a slight shoulder problem, so it's touch and go."
Defender Halford (hamstring) and midfielder Carlos Edwards (hip) are also doubtful for the clash with Martin Jol's side.
Keane said: "We hope Carlos will be all right. He joined in training yesterday and we'll gauge it over the next one or two days.
"Greg has a slight hamstring strain, so it will be touch and go for him.
"But overall the injury problems are not too bad. I look at the situation at other clubs and I think we've been very lucky."
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