After a minor role in The Hobbit: The Battle of the Five Armies (2014), she rose to critical prominence for playing a young girl living in isolation in Debra Granik's drama film Leave No Trace (2018), winning the National Board of Review Award for Breakthrough Performance.

In 2019, McKenzie joined the ensemble cast of Netflix's The King as Queen Philippa of Denmark, starring alongside Timothée Chalamet, Joel Edgerton and Robert Pattinson.

[9] In 2023, McKenzie joined the main cast of the second season of Pantheon, a science fiction drama adaptation of the series of short stories by Ken Liu, voicing MIST, the first C.I.

In the same year, she played the lead character in the William Oldroyd's psychological thriller Eileen, opposite Anne Hathaway and will portray American gymnast Kerri Strug in Olivia Wilde's Perfect.

[10] McKenzie portrayed British embryologist Jean Purdy in the 2024 film Joy, based on the true story of the world's first in vitro fertilisation baby.

[13] In September 2023, McKenzie joined Jim O'Hanlon's upcoming British period comedy Fackham Hall, written by comedian Jimmy Carr.