Since small low-powered sensor nodes are constrained in their computation, communication, and storage capabilities, it is not easy to achieve secure key establishment in a wireless sensor network where a number of such sensor nodes are spread over. There are many previous studies in the area of secure key establishment without public key cryptography for the wireless sensor networks. Among them, location-aware key management is a considerable approach for easy management and security enhancement. In this paper, we propose a new key establishment scheme by utilizing both the rough sensor location information and the multi-layer grids. As for the multi-layer grids, we devise an extended grid group which covers all nodes deployed in two adjacent basic grids and overlaps each other. With regard to communication and power consumption overhead, our approach shows better performance than the previously proposed schemes without losing its security.