McKay has previously played for Doncaster Rovers, Leeds United, Cardiff City, Airdrieonians, Queen of the South and Clyde.
McKay was born in Glasgow and played youth football with the Doncaster Rovers Academy as well as studying at Hill House School, before starting his professional career with the club.
[4] On 1 September 2015, McKay made his professional debut for Doncaster Rovers in a first round win in the Football League Trophy versus Burton Albion.
[7] On 11 January 2016, McKay and his brother Jack both signed for Leeds United for undisclosed fees on two-and-a-half-year contracts under then head coach Steve Evans.
[19] On 6 February 2025 McKay signed for Combined Counties League Premier Division South Club Jersey Bulls.