Message Decryption Question

My problem is...I send an encrypted message to my co-worker. He can
decrypt it ok. He sends me back an encrypted message but when I try to
read it I get the error:

Error - secret key needed to decrypt message.
gpg: decryption failed: secret key not available

My question is - who's secret key? Mine? Where is it? Wasn't it created
when I made my keypair?

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