Born in Edmonton, Alberta, McKay played junior in the Chicago Blackhawks system with the WCJHL's Moose Jaw Canucks before turning pro with the Dallas Black Hawks of the CHL in 1967-68. Until 1971 he was almost exclusively a Chicago garmhand, however was called up for a total of 28 NHL games.
In June 1971, the Buffalo Sabres claimed the defensive-minded rearguard in the Intra-League Draft. He would put in 39 serviceable games in 1971-72, chipping in 3 assists.
Aside from a single game, McKay spent the 1972-73 season as a regular with the AHL's Cincinnati Swords that captured the Calder Cup as AHL champions. He played an aggressive brand of defense, picking up 123 penalty minutes to go with an impressive 5 goals and 37 regular season points. During the playoff run he added 8 helpers in 15 games, and 49 penalty minutes.
Just a few weeks after capturing the championship, McKay was on the move once again. The California Golden Seals claimed him that old Intra League Draft. The move was good for McKay who was able to enjoy his only complete NHL season. He played 72 games with the woeful Seals team.
McKay jumped at a favourable contract offer and a chance to return home when the Edmonton Oilers of the World Hockey Association came knocking for the 1974-75 season. McKay continued his vagabond ways in the WHA, playing with Cleveland, Minnesota, Birmingham and Edmonton for a second time before finishing his career in the minor leagues.
In retirement McKay has operated a successful hockey school.