McKenzie played for Fitroy Juniors for half a season before going to Brunswick in the Victorian Football Association (VFA).

In 1907 season he became captain-coach of Essendon Association in the VFA before taking on the same role at his original club Brunswick from 1908 to 1914.

During the last month or so of that season, The Argus newspaper conducted a public vote on which players were considered a champion in both the VFL and the VFA.

McKenzie won the Association poll with a tally of near 18,000 votes, a figure which outstripped that of the League winner Bill Busbridge.

Hawthorn returned to the VFA in 1919 — having not played in 1916, 1917, and 1918 due to World War I — and McKenzie was appointed as coach for the 1919 season.