The Magpies have found the Champions League to be a tough ask apart from a 4-1 win over Paris Saint-Germain in October.
They sit bottom of their group with four points and have two games left to try to either finish third and qualify for the Europa League or get into the top two to make the knockout phase.
With a trip to PSG to come, many feel Newcastle are effectively looking to beat AC Milan on the final matchday and make the Europa League.
Keys though thinks that Newcastle would be better off out altogether and then they could focus on the Premier League and the EFL Cup.
“If I was a Geordie I would want to be out of Europe because I think Thursday-Sunday is difficult”, Keys said on beIN SPORTS.
“I don’t think we’re yet equipped with the numbers to make a successful bid at that [Europa League] trophy, necessarily.
“We’re in the quarter-finals of the League Cup, against the Toffees.
“That would be my priority, I think, win something and aim for the top four again.”
Eddie Howe’s side travel to the Parc des Princes to play PSG on Tuesday night and could spark their top two hopes back to life with a win in France.
