Load key "privkey.ppk" invalid format

Solution 1:

This key is generated by PuTTYgen software. To use it in linux you should start PuTTYgen, load the key (File->Load private key) and then export it as OpenSSH key ( Conversions->Export OpenSSH key)

Solution 2:

My PPK was in putty PPK format I had to convert into OpenSSH format.
I converted .ppk to OpenSSH using this answer, now I'm able to connect.

puttygen id_dsa.ppk -O public-openssh -o id_dsa.pub