I'm probably wrong, but I assumed it was his and Xion's keyblades. Afterall, they can both wield the kingdom key at the same time. Her's was implied to be fake, though, so... I'm not sure. Ven never had a KK, though, so it makes since that it was Xion's keychain, I think...
The way I understand it is that Roxas didn't get her keyblade (as it was fake) but gained her ability to wield a keyblade. Even if the keyblade was fake she still needed the power to summon and use it (which she got from Sora).