Keene, who will reprise his Closer role as Buzz Watson for the new show, explained that he will miss Sedgwick.
"She's been such a big part of the show," he told TV Guide. "She is The Closer.
"It's like having your favourite relative move away and hoping they'll come back for dinner. So we have hopes, yes."
However, Keene also suggested that Major Crimes will be more of an ensemble drama than The Closer.
"The dynamics are going to change a little bit," he said. "I think it's going to be more focused on the group rather than the single individual."
Keene added: "We're really excited. To be working with these guys for however much longer, it's a great thing."
Keene's co-star Mary McConnell has previously suggested that the presence of Sedgwick's character Brenda will be felt in the spinoff.
Last month, TNT announced that the final season of The Closer will begin later this year and will be followed by Major Crimes in the summer of 2012.