McPhee taught himself saxophone at the age of 32 after experiencing the music of John Coltrane, Albert Ayler, and Ornette Coleman.

[2] In the 1980s, McPhee met Pauline Oliveros, began studying her musical theories, and worked with her Deep Listening Band.

His 1996 album As Serious As Your Life, which takes its title from the jazz book by Val Wilmer, is "arguably the finest of his solo recordings", according to the AllMusic review.

[3] Jazz musicians with whom McPhee has recorded or performed include Ken Vandermark, Peter Brötzmann, Evan Parker, Mats Gustafsson, Jeb Bishop, The Thing, Clifton Hyde, Jérôme Bourdellon, Raymond Boni, and Joe Giardullo.

[7] [8] With Peter Brötzmann With Roy Campbell, William Parker & Warren Smith With the C. T. String Quartet With Dominic Duval With Joe Fonda With Joe Giardullo With Jimmy Giuffre and André Jaume With Raphe Malik With Mat Maneri With the Nihilist Spasm Band With Evan Parker With Jamie Saft With Clifford Thornton With The Thing