The Lord of the Rings Appendix F, THE LANGUAGES AND PEOPLES OF THE THIRD AGE, has this to say about the language the Dwarves use (emphases mine):
and it was according to the nature of the Dwarves that, travelling and labouring and trading about the lands, as they did after the destruction of their ancient mansions, they should use the languages of men among whom they dwelt. Yet in secret (a secret which unlike the Elves, they did not willingly unlock, even to their friends) they used their own strange tongue, changed little by the years; for it had become a tongue of lore rather than a cradle-speech, and they tended it and guarded it as a treasure of the past. Few of other race have succeeded in learning it. In this history it appears only in such place-names as Gimli revealed to his companions; and in the battle-cry which he uttered in the siege of the Hornburg. That at least was not secret, and had been heard on many a field since the world was young. Baruk Khazâd! Khazâd ai-mênu! 'Axes of the Dwarves! The Dwarves are upon you!'
The language of the Dwarves isn't used even by the Dwarves themselves in their day-to-day lives. Even the names they use are in the Human tongue, and their secret Dwarven names they keep to themselves:
Gimli's own name, however, and the names of all his kin, are of Northern (Mannish) origin. Their own secret and 'inner' names, their true names, the Dwarves have never revealed to any one of alien race. Not even on their tombs do they inscribe them.
It's entirely possible that not even all Dwarves are proficient with their tongue, which, in the third age, has become like Latin to the people of Europe, the tongue of lore and learning, but not used much.