A young left back, McKay started his football journey with Ridgeway Rovers before moving to Dundela where he progressed through the ranks to make a senior debut for the Duns aged 16 in a 2-0 home win over Carrick Rangers in the Co. Antrim Shield. McKay went on to make 51 appearances for Dundela, scoring twice.

He arrived at Linfield from Dundela in January 2023, initially as an amateur before earning a pro deal in June 2023. The defender made his debut for the Blues as a sub in a 3-0 home win over Ballymena United on January 21, 2023. However, two separate unfortunate injuries limited him to just seven appearances in his first two seasons at Windsor Park.