After a spell as assistant head coach with Real Sociedad in Spain, he joined Norwegian club Stabæk in November 2015, before being sacked in July 2016.
A product of Dundee United's scouting and coaching network in the west of Scotland, Glasgow-born McKinlay was signed from Hamilton Thistle in 1986.
He went on to play over two hundred matches for United, but missed out on the club's 1994 Scottish Cup win due to suspension.
[10] McKinlay replaced Garcia a few days later as head coach, after the Spaniard resigned due to suffering from ill health.
[13] On 27 November 2014, McKinlay joined Spanish club Real Sociedad as an assistant coach, working alongside David Moyes.
[15] On 30 November 2015, McKinlay was appointed as manager of Norwegian Tippeligaen side Stabæk Fotball on a two-year contract.
[19] After one game in charge, a 1–0 loss against Middlesbrough on 5 November 2017,[20] McKinlay left Sunderland to take a coaching position at West Ham United.
[21] He left the east London club at the end of the 2017–18 season, after manager David Moyes' contract was not renewed.
[25] In July 2021, McKinlay rejoined West Ham United as part of David Moyes' coaching staff.