Using public keys provided by an authentication server to verify digital signatures

Provided are a computer program product, system, and method for using public keys provided by an authentication server to verify digital signatures. A plurality of public keys from a plurality of public-private key pairs and stored in a local key store. A request is received to access computational resources in the system. A challenge is returned in response to the request. A response to the challenge is received comprising a purported digitally signed challenge. A determination is made as to whether the purported digitally signed challenge is verified using a first public key of the public keys in the local key store. A determination is made as to whether the purported digitally signed challenge is verified using a second public key of the public keys in the local key store in response to determining that the first public key did not verify the purported digitally signed challenge.