QSqlIndex sqlIndex = tableModel->primaryKey();
qDebug() << sqlIndex;
for (int i=0; i<sqlIndex.count(); i++) {
    for (int c=0; c<tableModel->columnCount(); c++) {
        QString header = tableModel->headerData(c, Qt::Horizontal, Qt::DisplayRole).toString();
        if (header == sqlIndex.fieldName(i)) {
            tableModel->setHeaderData(c, Qt::Horizontal, QVariant::fromValue(QIcon(":/key.png")), Qt::DecorationRole);
        }
    }
}

I think the simpler way of doing that is to use a QIdentityProxyModel. Reimplement the headerData method and return the custom values you want for the colums you want to modify and the original values for the others.