Why dosen't keydown work with mouse.Target?

Don't use KeyDown

KeyDown is deprecated. Not that you're using it in the first place, but it seems like you tried. Use UserInputService instead.

Don't use loops

There are events for a reason. To see all the events for something, look at the wiki for the service or Instance.

Setting up the event

First, we have to get the service. To do this, we can use the GetService function. After we get the service, we can use the event, InputBegan, on the service. After that, we can check if the InputObject is a KeyCode, and the correct key.

--Local Script
local UIS = game:GetService("UserInputService")

UIS.InputBegan:connect(function(InputObject)
	if InputObject.KeyCode = Enum.KeyCode.R then
		print("Pressed R!")
	end
end)

Deleting the part

It seems like you're using a model, but since I don't know if you are, I'll be making my example off of a part. Just get the mouse, then check the mouse Target.

--Local Script
local UIS = game:GetService("UserInputService")

local plr = game.Players.LocalPlayer
local mouse = plr:GetMouse()

UIS.InputBegan:connect(function(InputObject)
	if not mouse.Target then return end
	if InputObject.KeyCode = Enum.KeyCode.R then
		local targ = mouse.Target
		if targ:IsA("Part") then
			targ:Destroy()
		end
	end
end)

Good Luck

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