KeyDown LocalScript not executing correctly?

local Player = game.Players.LocalPlayer
local Mouse = Player:GetMouse()
Mouse.KeyDown:connect(function(key)
    if key == "e" then
        print("e pressed")
    end
end)

This LocalScript is cloned and put into PlayerGui when a new player joins, and I've ensured that I'm cloning it correctly and everything and it just seems to refuse to do what I want it to, or seemingly run at all.

Is there some other event I should be using for key presses? I've been stuck trying to get this LocalScript to work for a large part of the day.