Here are the steps to retrieve the Private key from a PFX file.
openssl pkcs12 -in /root/mySSL.pfx -nocerts -out /root/cp_test.key
You will be prompt for a password, enter your passphrase for cp_test.key
If the key is encrypted, you can decrypt it with the command:
openssl rsa -in cp_test.key -out cp_key_decrypt.key
You will be prompt for the same passphrase again to decrypt it.
The file cp_key_decrypt.key would contain the Private key, that is not encrypted.