In 1989, McKillop returned to Davidson as head coach. He is Davidson's all-time leader in wins, years coached, and games coached. His 230 Southern Conference wins are more than any coach in league history. He has been the SoCon Coach of the Year seven times, has won thirteen conference division titles, seven tournament championships, and taken his team to seven NCAA tournaments and four postseason NITs. All this winning hasn't come at any academic sacrifice, as 95 per cent of his Davidson lettermen have graduated. In 2006 the Wildcats won the Southern Conference tournament and went on to face No. 4 seeded Ohio State in the NCAA tournament. 13th seeded Davidson led 29–25 at halftime before falling 70–62. On January 27, 2007, McKillop reached 300 wins with a 79–59 victory over Western Carolina in Belk Arena. On February 26, 2011 he reached 400 wins with a 78–67 victory over UNC Greensboro. Despite the recent success of the Wildcats, the 2006–07 season promised to be a rebuilding year, as McKillop lost seven seniors, accounting for 76% of scoring. Nevertheless, Davidson finished the year with an overall record of 24–4 and 17–1 in the SoCon. They were ranked 31st in the nation by the ESPN/USA Today poll and #4 among mid-majors. In the months of December, January and February, the Wildcats lost a total of one game. This season saw the arrival of the Wildcats' greatest modern player, future two-time NBA MVPStephen Curry. On March 3, 2007, the Wildcats won their second straight Southern Conference Tournament Championship, and third in 5 years. Davidson defeated College of Charleston 72–65, after waltzing past Furman and UT Chattanooga in the earlier rounds. In 2007, McKillop's Wildcats represented the Southern Conference in the NCAA tournament by battling number 4 seed Maryland losing by 12 at Buffalo. In 2008, after compiling a perfect regular season conference record, the Wildcats ran their record to three straight Southern Conference Tournament Championships, beating Elon in the title game. They entered the NCAA tournament as a 10-seed and took down 7-seed Gonzaga, for their first NCAA Tournament win since 1969. They then won their second-round game against the 2-seed Georgetown to advance to the Sweet 16. Almost a week after beating Georgetown, McKillop and Davidson stunned the world by upsetting the 3 seed and regular seasonBig Ten champions Wisconsin. This win put Davidson in the Elite Eightfor the first time since Lefty Driesell got them there in 1969. The 2008 season was a testament to McKillop's recruiting prowess, as they were carried by the shooting of Curry, who did not get a second look from most of the bigger programs. In February 2014, Davidson named the playing surface at Davidson's on-campus arena, John M. Belk Arena, "McKillop Court"—much to McKillop's surprise.
Family
McKillop and his wife, Cathy, have three children. Kerrin is a 2002 graduate of Davidson, while Matt is a 2006 Davidson graduate; he played for his father from 2003 to 2006 and earned four varsity letters. After assisting former Wildcat player and assistant coach Jason Zimmerman at Emory University in Atlanta, Matt has been named as an assistant coach to his father at Davidson College. The youngest McKillop, Brendan, graduated from Davidson in 2011 after a four-year career.