The 36-year-old striker was strongly linked with a move to Deepdale last month but he proved beyond reach financially.
Keane was pictured training with Dubai-based Al-Ahli on Monday in photographs on the club’s official Twitter account.
The former Republic of Ireland international is a free agent having left LA Galaxy last November.
North End met his agent in January to discuss a possible move but the salary he wanted would have broken the Deepdale wage structure by some considerable margin.
Speaking last month when the speculation was rife, PNE boss Simon Grayson said: “If someone is available who we think would improve our squad, we will try and do that, whether that is Robbie Keane or someone from Everton, Liverpool, Manchester United, Manchester City or wherever.
“It has to be done within the boundaries of our wage structure.
“If Robbie wants to come here and we want to sign him, it will be more for footballing reasons than trying to better the wages he has been on at his other clubs.”