@Liwei Yin I'm glad to see you were able to resolve your issue. Thanks for posting your solution so that others experiencing the same thing can easily reference this. Since the Microsoft Q&A community has a policy that the question author cannot accept their own answer, they can only accept answers by others, I'll repost your solution in case you'd like to Accept the answer.
. Issue:
You were encountering the below error:
Microsoft.SemanticKernel.HttpOperationException: Incorrect API key provided: https://************************com/. You can find your API key at https://platform.openai.com/account/api-keys
. . Resolution:
You managed to resolve the issue by replacing it with AddAzureOpenAIChatCompletion.