He received a scholarship to the School of Mines (now Royal College of Science) in 1877. He had originally aspired to study medicine, but his father recalled him from his studies in London to work in the family firm at Coney Lane, Keighley.
He started on the shop floor and worked his way around the different sections of the factory, later Keighley was director of Sugden Keighley & Co., a textile manufacturer, until 1932, when he left to devote himself to photography, which he had first taken an interest in about 1883. Painting and photography were initially leisure-time activities.
Once he was chosen as "world pictorial photographer No. 1" by American photographers. A multitalented artist, Keighley used crayon, watercolors and chalk, spraying, stippling and heavily retouching his carbon prints to make them resemble reproductions of paintings. Finishing with a coat of varnish, the photographer often added animals, trees, heavenly bodies and other fanciful elements to his very popular, commercially successful images.
He served as president of the Bradford Photographic Society, was elected an Honorary Fellow of RPS (1911) and was a founding member of The Linked Ring (1892).