OpenSSH has fairly recently created a new private key format called RFC4716 (it isn’t a standard but is derived from this public key standard). That’s their default format now, and you can recognise it by the file header:
—–BEGIN OPENSSH PRIVATE KEY—–
We don’t yet support it in our products, although we will soon. You can convert from the new format to the old format PEM keys using ssh-keygen. The command below will do the conversion (overwriting the original file!):
ssh-keygen -e -f openSshKeyNew -m PEM -p
You can also convert to the old PEM format using PuTTYgen.