The Kel-Tec doesn't have a lanyard hole, but the rear pin where you attach the belt clip can be exchanged for
weird wire contraption-equipped pin with a lanyard. It's kinda crappy, IMO. You may be better off buying a second belt clip and WECSOGin' it into a lanyard loop or using a roll pin and some 550 cut to make a loop to attach to a neck chain. The issue with a neck chain, of course, is how do you draw? Just tear it off and shoot? Very
Die Hard.
Or getting something like this... even though having a muzzle pointing at my chin is way scary:
I'm surprised at how many people suggest the Kel-Tec given other, more potent options.