McGhee's father was a renowned Scottish player who appeared with Scotland in an 1886 game with Wales.
In September 1910 he decided to leave Scotland and emigrate to the United States.
It took James McGhee two years to get settled and it was not until 1912 that Jimmy, his mother and brother Bart joined his father in the U.S.
McGhee spent at least one season, 1920–21, playing alongside his brother Bart on the front line of Wolfenden Shore of the Allied American Football Association.
[1] In 1921, McGhee signed with Harrison S.C. of the newly established American Soccer League.