In 2003, McCoy co-anchored Sky's coverage of the Iraq War on location in Kuwait and Basra.

[5][6] In September 2013, a live broadcast by McCoy went viral after he inadvertently picked up a refill pack of A4 printer paper instead of his iPad while presenting to camera.

In the rush of live news, he didn't have an opportunity to swap the items, so simply went with it.

"[8] McCoy presented the weekday 2–5 pm slot, titled Afternoon Live, on BBC News.

[10][11] On his reason for leaving the BBC and joining GB News, he said he wanted a new challenge.

[14] In December 2021, McCoy left GB News citing personal reasons.

[15] The GB News morning show direct replacement for McCoy was veteran broadcaster Eamonn Holmes who joined the breakfast team from ITV, on the 3 January 2022.