An improved curtain rod assembly is provided that obviates limitations and problems with conventional assemblies. In particular, the improved curtain rod assembly utilizes complementary locking and key components which allow for a secure, robust, and reversible connection between a curtain rod and an associated finial. As such, assembling the curtain rod assembly does not require the use of screws, nails, or other items which may permanently damage the curtain rod assembly, limit the longevity or usefulness of the curtain rod assembly, or present a danger to the user.