addKeyListener(new KeyListener(){
    public void keyPressed(KeyEvent e){
        if(e.getKeyCode() == KeyEvent.VK_UP || e.getKeyCode() == KeyEvent.VK_DOWN){
            e.consume();
        }
    }
    .... // 其他方法
});

------解决方案--------------------

这是测试类，
其实JTabel的那些键盘操作是通过
LazyActionMap 实现的，
不是通过KeyListener，
刚开始的回答有点想当然，不好意思了～

Java code
import javax.swing.JFrame;
import javax.swing.JScrollPane;
import javax.swing.JTable;
import javax.swing.plaf.basic.BasicTableUI;

@SuppressWarnings("serial")
public class TableTest extends JFrame {
    
    public TableTest() {
        setDefaultCloseOperation(EXIT_ON_CLOSE);
        setSize(400, 300);
        setLocationRelativeTo(null);
        Object[][] data = new Object[][]{
                {"121", "122", "123"}, 
                {"321", "322", "323"},
                {"441", "442", "443"}};
        Object[] title = new Object[]{"1","2","3"};
        JTable table = new JTable(data, title) {
            @Override
            public void updateUI() {
                super.updateUI();
                setUI(new MyTableUI());
            }
        };
        setContentPane(new JScrollPane(table));
        setVisible(true);
    }
    
    class MyTableUI extends BasicTableUI {
        @Override
        protected void installKeyboardActions() {
            
        }
    }

    public static void main(String... args) {
        new TableTest();
    }
}