McKay attended Southern Illinois University for two years as a film student, and completed his degree at Columbia College Chicago.

[2] He started work on the first episode of Robot Chicken, a stop motion adult animated sketch comedy TV series created by Seth Green and Matthew Senreich.

[1][2] In 2007, McKay worked as editor and visual effect artist on the special episode Robot Chicken: Star Wars with Seth, which aired on June 17, 2007.

[1] In 2009, McKay co-produced and directed the complete first season of the animated sci-fi adventure series Titan Maximum on Cartoon Network.

[4] While Lord and Miller were working on 22 Jump Street, they sent McKay to Australia to supervise all animation, editing, effects, lighting and rendering of The Lego Movie.

[5] In March 2014, Warner Bros. set McKay to direct the sequel to the 2014 hit The Lego Movie, which Lord and Miller would produce, and Michelle Morgan and Jared Stern would write.

[16] In 2021, it was announced that McKay would replace Dexter Fletcher as director of the film Renfield from a screenplay by Ryan Ridley from a pitch by Robert Kirkman.