Make sure to get some dessert after your meal! Â Our homemade Key lime pie is an American dessert made of Key lime juice, egg yolks, and sweetened condensed milk in a pie crust. Â The origin of Key lime pie has been traced back to the late 19th century in the Key West, Florida area. Â Its exact origins are unknown, but the firmst formal mention of Key lime pie as a recipe may have been made by William Curry, a ship salvager of Key West's first millionaire!