This paper presents a public key infrastructure for open multi-agent systems of embedded agents. These systems rely on agents autonomy and cooperation between heterogeneous systems to achieve common goals. They are very prone to attacks as they are confronted with unknown systems with unknown goals. We aim at securing the communications between agents to provide foundations for more advanced security solutions as well as allowing agents to communicate without the risk of their messages being tampered with. To do so, we deploy a key infrastructure taking advantage of the agents autonomy to allow authenticity and integrity checks and accountability of all interactions. The result of our approach is the Multi-Agent Key Infrastructure, a public key infrastructure leveraging and empowering a trust management system. Agents autonomously maintain a set of trusted certification authorities that deliver certificates to trusted agents and revoke intruders. This infrastructure paves the way to build more secure open decentralized systems of autonomous embedded systems. To make our solution general and adaptable to many situations, we only provide recommendations related to the cryptographic primitives to use and the inner details of the trust management system.