[3] McKay signed as an amateur free agent with the Minnesota Twins on June 20, 1971, and worked his way through the Twins minor league organization, making his Major League debut on August 22, 1975, hitting a home run in his first at-bat against Vern Ruhle of the Detroit Tigers in an 8–4 victory.

He spent the majority of the 1976 season in the minor leagues, though did appear in 45 games with Minnesota, batting .203 with no homers and eight RBI.

On November 5, the Twins left McKay unprotected at the 1976 MLB expansion draft where he was selected by the Toronto Blue Jays.

McKay became the Blue Jays' starting second baseman in 1978, playing in a career high 145 games, batting .238 with seven homers and 45 RBI.

McKay struggled in 1979, losing his starting job and spending time with the Blue Jays' Triple-A affiliate, the Syracuse Chiefs, for a majority of the season.

[4] After two years with the Cubs, working under Dale Sveum, McKay was named to the Diamondbacks' 2014 coaching staff by manager Kirk Gibson, replacing Steve Sax.

[1] During a spring training game on March 8, 2021, against the San Francisco Giants, McKay fell against a metal railing in the dugout, breaking a rib and lacerating his spleen.