An axle assembly for a work vehicle may generally include a hub, a casing at least partially received within the hub, and a shaft configured to be received within the casing. The hub defines a tapered inner surface and the casing defines a tapered outer surface. The tapered inner surface of the hub defines a first keyway portion defining a first keyway surface, and the tapered outer surface of the casing defines a second keyway portion defining a second keyway surface. The tapered surfaces of the hub and the casing together define a tapered interface and a keyway. The first and second keyway surfaces of the keyway extend in a direction non-parallel to the tapered interface.