Use an OpenSSL key on OpenSSH
OpenSSH can directly use your private keys generated with OpenSSL.
Step 1: Decrypt your private key (if pertinent)
If your private key was created with a password, you need everything first decipher it:
openssl rsa -in encrypted_key.pkey -out decrypted_key.key
Step 2: Secure the key file
To prevent security threats, apply the appropriate permissions on the key file. Without that, ssh-keygen will refuse to work on the file.
chmod 600 decrypted_key.key
Step 3: Create the public Key
If you want to use your private key to authenticate yourself, you will need to deploy your private key on your SSH server. That's why you will need to generate it using ssh-keygen:
ssh-keygen -f decrypted_key.key -y > decrypted_key.pub
Step 4: Encrypt the private key (optionnal)
You can, if you want, add a passphrase to your ssh key:
ssh-keygen -p -f decrypted_key.key
If your OpenSSH version does not natively support the key, then you will need to run this command anyway, adding a passphrase being optional (you will need to press enter without inputing a passphrase, twice).