Born in Owensboro, Kentucky, McKinley received a Bachelor of Science degree from the University of Kentucky in 1976 and a Juris Doctor from the University of Louisville School of Law in 1979.

He was a Commissioner, Kentucky Oil and Gas Conservation Commission from 1982 to 1990.

He was a Hearing Officer, Natural Resources and Environmental Protection Cabinet from 1990 to 1991.

McKinley was a judge on the Daviess County Circuit Court, Division I, Kentucky from 1992 to 1995.

McKinley was nominated by President Bill Clinton on May 24, 1995, to a seat vacated by Ronald E. Meredith.