Mckay attended Moore Traditional High School, where he played football and basketball. As a junior, he received All-district and All-region honors. As a senior, he posted 38 receptions for 894 yards and 13 touchdowns, receiving All-district and honorable-mention All-state honors.
College career
McKay accepted a football scholarship from the University of Arkansas. As a true freshman, he appeared in 12 games, making 21 receptions for 317 yards and 2 touchdowns. He transferred to the University of Cincinnati after his freshman season. As a sophomore in 2013, he didn't need tosit out the season to comply with the NCAA transfer rules, because he was granted circumstances of hardship associated with the reason for the transfer. He appeared in 10 games, registering 16 receptions for 485 yards and 7 touchdowns. As a junior, he collected 44 receptions for 725 yards and 8 touchdowns. As a senior, he appeared in 11 out of 12 games. He recorded 27 receptions for 507 yards and 2 touchdowns. He made 2 receptions for 105 yards against Temple University. He had 4 receptions for 91 yards and one touchdown against the University of Miami. He had 6 receptions for 101 yards against the University of Tulsa.
Professional career
NFL
McKay was signed as an undrafted free agent by the Indianapolis Colts after the 2016 NFL Draft on May 2. He was waived on September 3. On November 29, he was signed to the Jacksonville Jaguars' practice squad. On January 11, 2017, he was signed by the Denver Broncos to a reserve/future contract. He was cut on May 4. On June 6, he was signed as a free agent by the Tennessee Titans. He was released on August 31. On December 20, he was signed to the Chicago Bears' practice squad. On January 1, 2018, he signed a reserve/future contract with the Chicago Bears. He was released on April 19. On May 30, he was signed as a free agent by the Dallas Cowboys. He was released on September 1.
On January 4, 2019, he signed with the San Antonio Commanders of the Alliance of American Football. He played with the team in 7 games, until the league ceased operations in April. He had 22 receptions for 375 yards and 4 touchdowns, as well as a 2 point conversion catch.
In October 2019, he was selected by the New York Guardians in the second round of the phase 1 of the 2020 XFL Draft. He was named the starter at wide receiver for the season opener. In March, amid the COVID-19 pandemic, the league announced that it would be cancelling the rest of the season. Playing in all 5 games, he registered 12 receptions for 184 yards and one touchdown. He had his contract terminated when the league suspended operations on April 10, 2020.
McKay signed with the Winnipeg Blue Bombers on June 11, 2020. After having two leagues he played in shut down in two consecutive years, McKay stated to the Bombers, "What a better spot for me than with a team with a championship pedigree and a young receiving corps?"