The present application is directed to an anti-theft lug nut assembly and/or system for vehicular wheel use. A lug nut assembly of this application may be used in connection with each wheel of a particular vehicle. In another instance, multiple lug nut assemblies may be used in connection with a single wheel of a vehicle. In such instances, the lug nut assemblies may incorporate a common key member or distinct key members for use with each distinct lug members. Common wrenches and sockets are unable to engage and turn the lug member of this application as a result of the outer surface configuration of the lug member.