[3] After working on the television series Psychos for Kudos and Channel 4 in 1999, he directed his first full-length feature film, Crush, starring Andie MacDowell, Imelda Staunton, Anna Chancellor, and Kenny Doughty for which he also wrote the screenplay.
Released in 2001, the film was originally to have been titled The Sad Fuckers Club,[4] but this was changed after resistance from the producers and distributors and uneasiness on the part of test audiences.
[4] Crush met with a generally negative critical reaction,[2][5] and a second feature that McKay had written and was planning to direct, the World War II-set Knickers,[1] never saw production.
[10] Life on Mars gained particular critical and popular acclaim, with reviewer Nancy Banks-Smith of The Guardian describing McKay's second episode, the series' fourth, as "an inspired take on the usual formula of Gruff Copper of the old school.
[12] In 2007 McKay directed Reichenbach Falls, a 75-minute one-off drama for digital television channel BBC Four, adapted by James Mavor from a short story by Ian Rankin.