McKinlay was an outstanding schoolboy footballer in Glasgow, winning trophies with St Peter's Boys Primary in Partick[5] and St Thomas Aquinas, Jordanhill; he played left wing and was a regular goalscorer with a strong shot on his left foot, only moving to fullback when he turned professional – perhaps surprisingly, he did not score many goals thereafter.
[6][7] He became a first-team regular while still a teenager and spent over seven years at Dens Park, where he played in three major cup semi-finals and scored a memorable goal in the Dundee derby,[7] before being sold to Heart of Midlothian for £300,000 in December 1988.
[8] In November 1994 he joined Celtic in a £350,000 transfer,[5] and just over six months later gained his sole winner's medal as the Glasgow side led by manager Tommy Burns defeated Airdrie to win the 1994–95 Scottish Cup.
He provided an assist for the only goal of the final, crossing for Pierre Van Hooijdonk to head in,[9] although in the league they were unable to overtake Rangers during the period.
[6][12] After leaving Celtic permanently in 1999, McKinlay spent a year in Switzerland with Grasshopper Club Zürich before returning to Scotland to finish his career with a short spell at Kilmarnock.