McKay, a member of a prominent Republican family in the state, attended Seattle Preparatory School and the University of Washington, where he received a Bachelor of Arts degree in political science in 1978.

McKay was one of eight U.S. attorneys fired by the Bush administration in 2006 which were, after the fact, publicly described as being for performance-related issues related to "policy, priorities and management.

Deputy Attorney General James B. Comey gave McKay the additional responsibility of overseeing a pilot program for a computer system (called Law Enforcement Information Exchange) for his success he earned the United States Navy's highest civilian honor.

On May 21, 2007, Getty Images announced that McKay would join the corporation as senior vice president and general counsel, based in its headquarters in Seattle.

[5] On September 17, 2007, Jonathan Klein, CEO of Getty Images, announced that McKay would be stepping down as general counsel to return to the law faculty at Seattle University where he would teach full-time.