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the posted code does not compile without changes.

Using the code as an applet, it works for me. Running it in AppletViewer:

Focus Gained
key pressed...

Add a focus listener to it and see if it gets the focus.

Also when using Adapters, be sure to use the @Override notation. The compiler is happy to let you add any methods you want. You want to be...

Does the JComboBox have the focus? That determines what component gets key events.