Most times it is done with a single light, IE your key light.
There is a difference between Low Key light, and a bad exposure.
Like mentioned above, pulling your light source close to your subject is a great way to start. I use a hot light, or a constant light (Wescott TD5) for this, and put it just out of cameras view.
The light and shadows should give your subject definition, it should isolate it, and make it a bit more dramatic.