De Gea was overlooked in favor of Kepa for a third consecutive game as Spain defeated Sweden 3-0 at the Santiago Bernabeu in Madrid.
It has been a tough period for De Gea, who endured an error-riddled end to the Premier League season with United.
Speaking to reporters after Spain moved five points clear in Group F, Chelsea keeper Kepa told reporters: "I'm going to continue working as I have until now, doing my best at my club to keep the confidence of the coach.
"Whoever plays will do very well. Of course I understand that David is sad, we all train to play and then it is the decision of the coach, and it is up to you to respond well."
"I have a great relationship with David," Kepa continued. "We train a lot of the time together apart from the team, as well with Pau Lopez, because we are keepers.
"We have a relationship from many years ago and we don't need to say anything each other to help each other."
Asked if he feels like Spain's number one keeper, Kepa added: "I just felt tonight because I am not feeling the main goalkeeper now.
"I am just one more out of the three keepers Luis Enrique has been calling in and when I have the chance of playing I try to add my experience to the team."