Because his father wanted a classical education for his two sons, McCallany and his younger brother were sent to live with another family in Dublin, while his parents stayed in New York City, working.
His parents eventually tracked him down and sent him back to Ireland to a boarding school in County Kildare that his father had attended forty years earlier, Newbridge College.
McCallany spent a summer studying Shakespeare at Oxford University and went with a production of Twelfth Night to the Edinburgh Fringe Festival before moving to New York City to begin his professional acting career.
McCallany landed a series of supporting parts in such films as Casualties of War, Alien 3, Creepshow 2, The Search for One-eye Jimmy and Jade, as well as the TV miniseries Rough Riders.
McCallany also was the star of the 2011 FX television series, Lights Out, playing an aging boxer ("Patrick 'Lights' Leary") forced out of retirement and into a comeback bid to regain the heavyweight title, despite having pugilistic dementia.