Error when trying to obtain a certificate: The specified item could not be found in the keychain

I solved it. Ensure you are in the "Certificates" section and you select "Apple Worldwide Developer Relations Certification Authority" before requesting a certificate.

Keychain Access will not let you Request a Certificate from a Certificate Authority With "identity"... unless you have both the private key and public key for identity in your keychain. I ran into this when I only had the private key and not the corresponding public key.

You can create the public key from the private key and import it into your keychain using the procedure described in I lost my public key. Can I recover it from a private key?

Once I imported the public key I was able to use the Request a Certificate from a Certificate Authority With "identity"... command without triggering the The specified item could not be found in the keychain error.

Go to the "Certificates" section and select "Apple Worldwide Developer Relations Certification Authority" before requesting a certificate.