How to use SFTP on EC2 (Centos) and WinSCP to transfer files

$ ssh -i AWS_KEY.pem centos@ec2-52-11-51-217.us-west-2.compute.amazonaws.com Last login: Fri Feb 27 19:14:25 2015

when I try to connect to SFTP it is throwing me following error:

$ sftp centos@ec2-52-11-51-217.us-west-2.compute.amazonaws.com Permission denied (publickey,gssapi-keyex,gssapi-with-mic). Couldn't read packet: Connection reset by peer