The trio have all been fined a maximum two weeks' wages by the club for their involvement, with Keegan claiming he would punished them harder if he could have.
It is the second time this that both Dunne and Weaver have upset Keegan with their off-field antics.
England Under-21 international goalkeeper Nicky Weaver was fined for a drink-related nightclub incident before Christmas while Republic of Ireland ace Dunne was dropped by Keegan for missing training earlier in the season.
"The official position is that they've been fined the maximum I can fine them," said Keegan.
"If the PFA and the League get together - and I think maybe there is a case for that - and allow us to punish them more I would do because this is not the first time.
"But it's been handled, it's been taken care of and life goes on. It's very disappointing for me and what the long-term effects are on those players only time will tell. But in the short term I've done what I can do."
Keegan will not punish Weaver and Dunne by dropping the duo for the midweek game with Sheffield Wednesday as he feels they are both playing well and he does not want to upset the club's promotion bid.
"There's a lot of different ways you can look at that - you can shoot yourselves in the foot sometimes," said Keegan.
"Richard Dunne is playing very well, Nicky Weaver has only just got back in and has done OK, and with Jeff Whitley it doesn't really matter - he's nowhere near it at the moment as he's had a bad injury.
"But it is disappointing as they have been warned before - it's the last time I want to have to warn them and I think they know that."
