While avoiding party politics, he criticised the response of the coalition government (1931-1935) of George Forbes to unemployment and exhorted readers to vote for candidates most likely to act in accordance with "Christian charity, justice and order".
He was consecrated in St Patrick's Cathedral, Auckland, on 19 October 1947 by Cardinal Norman Gilroy, Archbishop of Sydney, whom McKeefry had known as a fellow student in Rome.
[citation needed] By the time McKeefry arrived in Wellington the archdiocese's development had long been delayed by the depression and the Second World War.
[citation needed] In 1962 Owen Snedden, who had assisted and then succeeded McKeefry as editor of Zealandia, was appointed auxiliary bishop of Wellington.
From his arrival in Wellington, carrying all his possessions in a few small suitcases, he lived at the Thorndon presbytery occupying only two modest rooms as his office and bedroom.
He was also capable of forceful action when required: walking home late one night in Auckland, he buttoned his overcoat over his clerical collar and intervened decisively in an altercation between a lone policeman and three assailants in an unlit alley.
As a bishop he retained the habit of reading, working, or conversing late into the night – sometimes to the consternation of friends, who could match neither his limited need for sleep nor his exceptionally retentive memory.
[citation needed] On 18 November 1973, while making arrangements by telephone at the presbytery for the accommodation of a convalescent priest whom he had just visited, McKeefry died suddenly, a cigarette smouldering between his fingers.
He was buried in Karori cemetery after a funeral attended by numerous civic and ecclesiastical dignitaries and amidst copious tributes from within and beyond his own church.