He was a member of the convention that formed the American Anti-slavery Society; in October 1836, he left the pulpit to lecture on behalf of the cause of emancipation.

McKim was depicted in The Resurrection of Henry Box Brown at Philadelphia, a lithograph by artist Samuel W. Rowse, which was widely published to help raise funds for the Underground Railroad.

McKim's labors frequently brought him in contact with the operations of the Underground Railroad, and he was often connected with the slavery-related cases that came before the courts, especially after the passage of the Fugitive Slave Law of 1850.

In the winter of 1862, immediately after the capture of Port Royal, South Carolina, he was instrumental in calling a public meeting of the citizens of Philadelphia to consider and provide for the wants of the 10,000 slaves that had been suddenly liberated.

He afterward became an earnest advocate of the enlistment of colored troops, and as a member of the Union League aided in the establishment of Camp William Penn, and the recruiting of eleven regiments.

[1] As the Civil War dragged on, and, after President Lincoln announced the emancipation of enslaved people in the South in 1863, McKim joined the Freedmen's Aid Commission and provided valuable services to that body.