Device-independent quantum key distribution (DIQKD) is information-theoretically secure against adversaries who possess a scalable quantum computer and who have supplied malicious key-establishment systems; however, the DIQKD key rate is currently too low. Consequently, we devise a DIQKD scheme based on the quantum nonlocal Mermin-Peres magic square game: our scheme asymptotically delivers DIQKD against collective attacks, even with noise. Our scheme outperforms DIQKD using the Clauser-Horne-Shimony-Holt game with respect to the number of game rounds, albeit not number of entangled pairs, provided that both state visibility and detection efficiency are high enough.