We study the phenomenology of a keV sterile neutrino in a supersymmetric model with $U(1)_R-$ lepton number in the light of a very recent observation of an X-ray line signal at around 3.5 keV, detected in the X-ray spectra of Andromeda galaxy and various galaxy clusters including the Perseus galaxy cluster. This model not only provides a small tree level mass to one of the active neutrinos but also renders a suitable warm dark matter candidate in the form of a sterile neutrino with negligible active-sterile mixing. Light neutrino masses and mixing can be explained once one-loop radiative corrections are taken into account. The scalar sector of this model can accommodate a Higgs boson with a mass of $sim$ 125 GeV. In this model gravitino is the lightest supersymmetric particle (LSP) and we also study the cosmological implications of this light gravitino with mass $sim mathcal O$(GeV).