A key assembly for a saxophone includes an elongated body adapted to be pivotal relative to a saxophone body and having a key formed on one end of the elongated body for selectively closing a hole in the saxophone body in response to the pivotal movement of the elongated body, a casing formed on the other end of the elongated body, a sliding block movably received in the casing from the top opening of the casing and having multiple positioning holes defined in a side face thereof, a key finger button to move simultaneously with the sliding block and a locking block threadingly extendable into the casing and having a locking pin to be extendable into one of the positioning holes of the sliding block so as to secure position of the sliding block as well as the key finger button relative to the elongated body.