He played two seasons of college basketball for Iowa State, where as a junior in 2014–15, he was named Big 12 Defensive Player of the Year when he averaged 2.4 blocked shots per game.

However, in October 2013, he left Marquette before playing in a game for the Golden Eagles,[2] and the following month, he transferred to Iowa State.

[6] In their first game of the NCAA Tournament, the Cyclones were defeated 60–59 by UAB, as McKay recorded 10 points, 12 rebounds and six blocked shots in the loss.

[8] On December 14, 2015, he was named Big 12 Co-Player of the Week after averaging 17 points and 10 rebounds in three wins against Buffalo, Iowa and Arkansas-Pine Bluff.

On August 2, 2016, McKay signed with the Perth Wildcats of the Australian National Basketball League for the 2016–17 season.

[13][14] He made his debut for the Wildcats in their season opener on October 6, recording 18 points, seven rebounds and three blocks in a 72–65 loss to the Brisbane Bullets.

[17] In the Wildcats' regular-season finale on February 12, McKay recorded 14 points and 10 rebounds in a 96–94 win over Melbourne United.

On March 20, 2017, McKay signed with the Phoenix Fuel Masters of the Philippine Basketball Association as an import for the 2017 PBA Commissioner's Cup.

[21] He made his debut for Phoenix two days later, recording 34 points, 20 rebounds and four blocks in a 101–82 loss to the Star Hotshots.

[22][23] On April 1, 2017, he recorded 15 points and season highs of 28 rebounds and 3 steals in a 94–91 win over Barangay Ginebra San Miguel.

In October 2018, McKay was added to the training camp roster of the Windy City Bulls of the NBA G League.

[40][41] He later signed with Blackwater Elite for the 2019 PBA Commissioner's Cup,[42][43] but was quickly replaced before appearing in a game after being deemed not in playing shape and having been outplayed in practice.

Upon parting ways with Ylli, McKay joined the Singapore Slingers of the ASEAN Basketball League.