McKey is a census-designated place (CDP) in Sequoyah County, Oklahoma, United States.

It is part of the Fort Smith, Arkansas-Oklahoma Metropolitan Statistical Area.

McKey was established on the Old Osage and Arkansas Valley Railroad near MacKey's Salt Works.

The racial makeup of the CDP was 62.22% White, 21.48% Native American, and 16.30% from two or more races.

25.5% of all households were made up of individuals, and 12.7% had someone living alone who was 65 years of age or older.