Around March 1916, McKay completed his training at the Wright Aviation School in Augusta, Georgia, and shipped off to Europe as a member of the Royal Flying Corps.

An editorial that appeared in The Western University Gazette in the same month, described Eddie was as a "careful" flyer who was one of the best pilots ever produced at Wright.

During a 26 October dogfight, McKay was pursued by German ace Manfred von Richthofen when they disrupted Oswald Boelcke and Erwin Bohme's attack on Alfred Gerald Knight.

In Above the Trenches, Christopher Shores suggests that McKay became a prisoner of war after being shot down,[2] but Veteran Affairs Canada lists the 28th as the day he was killed in action.

In 1920, a local citizen named William Haddon donated the Eddie McKay Cup to the Public School Hockey League in London, Ontario.