It is known that the mutual information, in the sense of Kolmogorov complexity, of any pair of strings x and y is equal to the length of the longest shared secret key that two parties can establish via a probabilistic protocol with interaction on a public channel, assuming that the parties hold as their inputs x and y respectively. We determine the worst-case communication complexity of this problem for the setting where the parties can use private sources of random bits. We show that for some x, y the communication complexity of the secret key agreement does not decrease even if the parties have to agree on a secret key whose size is much smaller than the mutual information between x and y. On the other hand, we discuss examples of x, y such that the communication complexity of the protocol declines gradually with the size of the derived secret key. The proof of the main result uses spectral properties of appropriate graphs and the expander mixing lemma, as well as information theoretic techniques.