McGhee joined Second Division club Brentford on trial in 1993, after the club responded to a contact request from his father. He signed a professional contract with the Bees in April 1994 and received his maiden call into the first team squad for a Football League Trophy first round match versus Brighton & Hove Albion on 19 October that year. He remained on the bench for the 1–0 victory. McGhee's professional debut came on 21 January 1995, when he replaced Darren Annon during a 2–1 league win over Hull City. He was largely an unused substitute for the rest of the 1994–95 season and made seven appearances and scored one goal. McGhee established himself in the first team during the 1995–96 season, wearing five different shirt numbers and proving to be an able Utility player. He made 45 appearances and scored six goals. McGhee's best season for Brentford came in 1996–97, making a career-high 53 appearances and scoring two goals in a season which the Bees led the league for much of the first two-thirds of the season, before finishing in fourth position and qualifying for the playoffs. After beating Bristol City 4–2 on aggregate in the semi-finals, McGhee's season ended in heartbreak after the Bees suffered a 1–0 defeat to Crewe Alexandra at Wembley Stadium in the final. McGhee was again a regular pick during the 1997–98 season, making 33 appearances and scoring one goal in which Brentford's playoff hangover consigned them to relegation to the Third Division after a final-day defeat to Bristol Rovers. A succession of injuries saw McGhee miss the entire 1998–99 season and he retired in January 1999. He made 138 appearances and scored 10 goals during his time at Griffin Park.
McGhee came out of retirement to sign for Conference club Stevenage Borough in August 1999. He made two appearances before departing Broadhall Way.
Leyton Orient
McGhee returned to the Football League to sign for struggling Third Division club Leyton Orient in November 1999. He quickly established himself in the side, making 23 appearances and scoring one goal during the remainder of the 1999–00 season to help the Os retain their league status. McGhee had an excellent 2000–01 season, making 51 appearances and scoring three goals as the Os finished in the playoff positions. As with Brentford in 1997, McGhee suffered heartbreak in his second appearance at Wembley Stadium, with Orient crashing to a 4–2 defeat to Blackpool in the final, having led twice. Orient suffered a hangover in the 2001–02 season, though McGhee again featured in almost all the club's matches, making 45 appearances and scoring two goals. McGhee's run as a mainstay of the team came to an end on 10 September 2002, when he suffered a ruptured achilles tendon after 11 minutes of a 3–2 League Cup first round victory over Queens Park Rangers. He returned to action just over a year later and was named captain, but managed just 12 appearances and one goal during the 2003–04 season, before leaving the club on 25 March 2004. McGhee made 135 appearances and scored seven goals during five years at Brisbane Road. His performances earned him the nickname "Mad Dog".
McGhee has held coaching and assistant manager positions in the youth setup at local Cornish club Looe Town. He served as joint-player-manager of East Cornwall League First Division club Lanreath during the 2014–15 season.
Personal life
McGhee's son Callum played under his management at Lanreath. In March 2015, McGhee was diagnosed with a brain tumour.
