If you want to run KeePass in Mac OS X like me, you can do it with Mono (described here for example, and also mentioned in the program’s downloads page) but I find it buggy (random exceptions, crashes, etc that can ruin unsaved work). Instead, you can try using KeePassX. KeePassX it’s actually an old project, a KeePass client for many platforms. I have used it in the past in Linux-based systems but at that time it couldn’t handle v2 databases and actually Mono worked well under Linux so I used the official application. This doesn’t seem to be the case with OS X though.
Newsflash: KeePassX now works under Mac OS X, and it can also manipulate KeePass v2 databases!
The thing is, if you go to the regular KeePassX downloads page you’ll end up with an old version of the application for Mac that doesn’t really work with v2 databases. Instead, you have to get the so-called KeePassX 2.0 version which you can only find through the site’s News page (sigh). Here is a direct link to the latest version: https://www.keepassx.org/dev/attachments/download/59/KeePassX-2.0-alpha5.dmg. Please keep in mind that this is an alpha version. Still, I found it to work OK, but I would use a cloud based solution with versioning (see Dropbox, Owncloud, etc) to store the database file just in case.
Another option is to use MacPass, a native open source KeePass client for OS X, but this is even more alpha software, so I would recommend against it for the time being. It is being developed quite actively though and looks a promising alternative for the future.