McKenna was one of the stars of Fox's Party Over Here, alongside Nicole Byer and Alison Rich, and hosts the podcast Off Book: The Improvised Musical.
[6][5] McKenna has performed improv comedy at festivals including South by Southwest, SF Sketchfest, Edinburgh Fringe, the Del Close Marathon, Bumbershoot, and Chicago Sketch Fest.
In 2016, McKenna starred alongside fellow Upright Citizens Brigade (UCB) alumnae Nicole Byer and Alison Rich in Fox's sketch comedy show, Party Over Here, which was produced by The Lonely Island and Paul Scheer.
[12] Along with Zeke Nicholson, the pair also featured in a 2021 episode of Dropout series Game Changer titled "The Official Cast Recording", in which they improvised a short musical based on host Sam Reich's prompts.
[2] It was originally announced that McKenna would voice the lead character on Billy Dilley's Super-Duper Subterranean Summer; however, creator Aaron Springer ultimately was cast in that role.
[15][16] In 2022, McKenna, along with Neil Casey, Zach Reino, and Niccole Thurman, won the Writers Guild of America Award in the category "Quiz and Audience Participation" for her work on the series Baking It.