McKay, who came to Footscray from Williamstown, was a durable utility who rarely missed a game. He was used mostly as a defender and twice represented the VFL at interstate football. After bringing up his 100th league game in 1935, McKay joined Brunswick as captain-coach, a position he remained in until retiring in 1940.
He was the centre half back and captain-coach of Brunswick"s 1938 premiership team, with a 33-point victory over Brighton.
The previous season, and again in 1939, McKay steered Brunswick to Grand Finals but finished on the losing side on both occasions. McKay went on to coach Melbourne"s Thirds in 1952 and coached the Seconds (Reserves) coach from 1956 to 1958 and again in 1962 and 1964.
The scores were: Melbourne 16.14.110 defeated South Melbourne 10.12.72. McKay has the Melbourne Football Club"s Past Players’ Golf Day named in his honour - Roy McKay Trophy Golf Day.