diff --git a/capiscio_sdk/connect.py b/capiscio_sdk/connect.py
index df5477b..c873fd8 100644
--- a/capiscio_sdk/connect.py
+++ b/capiscio_sdk/connect.py
@@ -18,6 +18,7 @@
 
 import json
 import os
+import sys
 import logging
 import httpx
 from pathlib import Path
@@ -53,10 +54,16 @@ def _public_jwk_from_private(private_jwk: dict) -> dict:
     return public
 
 
-def _log_agent_key_capture_hint(agent_id: str, private_jwk: dict) -> None:
-    """Log a one-time hint telling the user how to persist key material."""
-    compact_json = json.dumps(private_jwk, separators=(",", ":"))
-    logger.warning(
+def _print_agent_key_capture_hint(agent_id: str, private_jwk: dict) -> None:
+    """Print a one-time hint telling the user how to persist key material.
+
+    SECURITY: Never output private key material. Only the key ID (kid) is
+    shown. Users are directed to the CLI or key files for export.
+
+    Output goes to stderr so it doesn't interfere with stdout-based protocols.
+    """
+    kid = private_jwk.get("kid", "unknown")
+    print(
         "\n"
         "  \u2554" + "\u2550" * 62 + "\u2557\n"
         "  \u2551  New agent identity generated \u2014 save key for persistence   \u2551\n"
@@ -66,11 +73,18 @@ def _log_agent_key_capture_hint(agent_id: str, private_jwk: dict) -> None:
         "  serverless, CI) the identity will be lost on restart unless\n"
         "  you persist the private key.\n"
         "\n"
-        "  Add to your secrets manager / .env:\n"
+        f"  Key ID: {kid}\n"
+        "\n"
+        "  To export the private key for your secrets manager:\n"
+        "\n"
+        "    capiscio identity export --format env\n"
+        "\n"
+        "  Or copy the key file from:\n"
         "\n"
-        "    CAPISCIO_AGENT_PRIVATE_KEY_JWK='" + compact_json + "'\n"
+        f"    ~/.capiscio/keys/{agent_id}/private.jwk\n"
         "\n"
-        "  The DID will be recovered automatically from the JWK on startup.\n"
+        "  The DID will be recovered automatically from the JWK on startup.\n",
+        file=sys.stderr,
     )
 
 
@@ -697,7 +711,7 @@ def _init_identity(self) -> str:
         if private_key_path.exists():
             try:
                 private_jwk = json.loads(private_key_path.read_text())
-                _log_agent_key_capture_hint(self.agent_id, private_jwk)
+                _print_agent_key_capture_hint(self.agent_id, private_jwk)
             except Exception:
                 pass  # Best-effort hint
 
diff --git a/tests/unit/test_connect.py b/tests/unit/test_connect.py
index 0e2463d..c2cf91a 100644
--- a/tests/unit/test_connect.py
+++ b/tests/unit/test_connect.py
@@ -18,11 +18,43 @@
     DEFAULT_KEYS_DIR,
     ENV_AGENT_PRIVATE_KEY,
     PROD_REGISTRY,
-    _log_agent_key_capture_hint,
+    _print_agent_key_capture_hint,
     _public_jwk_from_private,
 )
 
 
+class TestPrintAgentKeyCaptureHint:
+    """Regression tests for _print_agent_key_capture_hint — security-critical."""
+
+    def test_no_private_key_material_in_output(self, capsys):
+        """SECURITY: Output must never contain private key 'd' parameter or full JWK."""
+        private_jwk = {
+            "kty": "OKP",
+            "crv": "Ed25519",
+            "kid": "did:key:z6MkSafe",
+            "x": "public_x_value_base64",
+            "d": "SUPER_SECRET_PRIVATE_KEY_VALUE",
+        }
+        _print_agent_key_capture_hint("my-agent", private_jwk)
+        captured = capsys.readouterr()
+        stderr_output = captured.err
+
+        # Must NOT contain private key material
+        assert "SUPER_SECRET_PRIVATE_KEY_VALUE" not in stderr_output
+        assert '"d"' not in stderr_output
+        assert "public_x_value_base64" not in stderr_output
+
+        # Must contain only kid for identification
+        assert "did:key:z6MkSafe" in stderr_output
+
+    def test_correct_key_path_in_output(self, capsys):
+        """Output must show the correct default key file path."""
+        private_jwk = {"kty": "OKP", "crv": "Ed25519", "kid": "did:key:z6Mk1"}
+        _print_agent_key_capture_hint("agent-42", private_jwk)
+        captured = capsys.readouterr()
+        assert "~/.capiscio/keys/agent-42/private.jwk" in captured.err
+
+
 class TestAgentIdentity:
     """Tests for AgentIdentity dataclass."""
 
@@ -933,7 +965,7 @@ def test_init_identity_logs_capture_hint_on_new_gen(self, tmp_path):
             "d": "gen", "x": "gen",
         }))
 
-        with patch.object(connect_module, "_log_agent_key_capture_hint") as mock_hint:
+        with patch.object(connect_module, "_print_agent_key_capture_hint") as mock_hint:
             connector._init_identity()
 
         mock_hint.assert_called_once()
@@ -962,7 +994,7 @@ def test_init_identity_no_capture_hint_on_recovery(self, tmp_path):
         )
         connector._ensure_did_registered = MagicMock(return_value=None)
 
-        with patch.object(connect_module, "_log_agent_key_capture_hint") as mock_hint:
+        with patch.object(connect_module, "_print_agent_key_capture_hint") as mock_hint:
             connector._init_identity()
 
         mock_hint.assert_not_called()