python: union keys from multiple dictionary?

I have 5 dictionaries and I want a union of their keys.

alldict =  [dict1, dict2, dict3, dict4, dict5]

I tried

allkey = reduce(lambda x, y: set(x.keys()).union(y.keys()), alldict)

but it gave me an error

AttributeError: 'set' object has no attribute 'keys'

Am I doing it wrong ? I using normal forloop but I wonder why the above code didn't work.