Dietmar Hamann had the honour of scoring the final goal at the old national stadium, his early free-kick squirming under David Seaman in wet conditions, and the result prompted Keegan to say he had had enough.
The then 49-year-old emerged from the dressing room to make his announcement, saying that not only would he be leaving the England job but he would be walking away from football management completely.
The decision came as a complete shock to his players and England fans alike, particularly with the national team due to travel to Finland for another qualifier three days later, and with Keegan just 20 months into the role.
Keegan had taken over from Glenn Hoddle in February 1999, leaving the Fulham job to do so.
He led England to Euro 2000, via a play-off win over Scotland, but the Three Lions disappointed at the tournament, failing to progress past the group stages.
Football Association technical director Howard Wilkinson oversaw a 0-0 draw in Finland and then Peter Taylor took over as caretaker for a friendly defeat to Italy the following month, before Sven-Goran Eriksson was handed the reins, becoming the first foreigner to manage England.