Born in Wishaw, McKay started his footballing career with Hamilton Academicals before moving south to play for Sheffield United. The following season he returned to Scotland, playing a single season with Wishaw United. 1901 saw him on the move again.
This time back to London to play for Fulham for the 1901-1902 season.
In the 1897-1898 season McKay was a member of the Sheffield side which won the 1897-1898 First Division. McKay spent a single season with Tottenham Hotspur making his debut on 3 September 1898 in a 3-0 home win against Thames Ironworks at Northumberland Park. The next season he moved to Thames Ironworks, his first goals coming on 18 September 1899 in a 4-0 home win against Chatham. In the 1902-1903 season McKay was a member of the Fulham side which won the 1902-1903 Southern League Second Division.
