McKim later received honorary degrees from Trinity College and Oxford University, as well as the Order of the Sacred Treasure from the Japanese government.

He was survived by his second wife, sons and daughters Bessie and Nellie McKim (who remained in Japan on the Episcopal mission staff).

McKim returned to the United States and was consecrated Bishop of Tokyo (with jurisdiction extending from Osaka to Aomori) on June 14, 1893 at St. Thomas Church, New York City.

McKim became best known in missionary circles for his cable to New York after the Great Kantō earthquake of September 1, 1923: "All gone but faith in God."

[7] McKim, together with Edward Bickersteth, Bishop of South Tokyo, participated in the Fourth Lambeth Conference at Canterbury in 1897.

McKim attempted to resign in 1934 due to ill health (and the death of his friend Rudolf Teusler, who had directed St. Luke's Hospital since 1900), but the House of Bishops urged him to remain.

A memorial service was also held that November in St. Thomas's Episcopal Church in New York, led by that church's rector as well as Joseph Marshall Francis of Indianapolis (Vice Chairman of the house of bishops, and who had served in Japan under McKim) and John W. Wood (executive secretary of the Department of Foreign Missions.

She remained in Manila at the request of bishop Norman S. Binsted to assist the Office of War Information, and later as his secretary.