Anamorphic encryptions and anamorphic signatures assume a double key pre-shared between two parties so as to enable the transmission of covert messages. How to securely and efficiently distribute a double key under the dictator’s surveillance is a central problem for anamorphic cryptography, especially when the users are forced to surrender their long-term secret keys or even the randomness used in the algorithms to the dictator. In this paper, we propose Anamorphic Authentication Key Exchange (AM-AKE) to solve the problem. Similar to anamorphic encryption, AM-AKE contains a set of anamorphic algorithms besides the normal algorithms. With the help of the anamorphic algorithms in AM-AKE, the initiator and the responder are able to exchange not only a session key but also a double key. We define robustness and security notions for AM-AKE, and also prove some impossibility results on plain AM-AKE whose anamorphic key generation algorithm only outputs a key-pair. To bypass the impossibility results, we work on two sides. Finally, we present concrete AM-AKE schemes from the popular SIG+KEM paradigm and three-KEM paradigm for constructing AKE.