He played in Major League Baseball (MLB) for the Seattle Mariners, Detroit Tigers, New York Yankees, Tampa Bay Rays, and Oakland Athletics.

As a redshirt sophomore, McKay went 3-6 with 3.74 ERA and a team-leading 66 strikeouts and .222 batting average against in 74.2 innings pitched.

[1] In 2015, he pitched in summer college baseball with the Bethesda Big Train, tallying a 2.25 ERA in 20 innings.

[4] He split the 2018 season between the Modesto Nuts, the Arkansas Travelers, and the Tacoma Rainiers, accumulating a 6–2 record with a 2.58 ERA in 58 innings.

On March 13, 2022, After not pitching in 2021, McKay signed a minor league contract with the Tampa Bay Rays.

[15] On June 23, 2022, the Yankees traded McKay back to the Tampa Bay Rays for cash considerations.

On April 24, 2024, McKay signed with the High Point Rockers of the Atlantic League of Professional Baseball.

[21] On July 16, 2024, McKay announced his retirement from professional baseball via an Instagram post, as he would transition into working as a realtor.