McKay currently holds the club's record for league appearances, 272. McKay played for Brisbane Roar since their first season in the A-League, and was their club captain up until the 2010–11 season, in which he led Brisbane to their first ever A-League championship and premiership. Following this triumphant victory McKay sought a new challenge in the first division of the Scottish Premiership with Rangers. McKay played an integral role in Australia's second placing in the 2011 AFC Asian Cup notably with 30m cross to centre forward Harry Kewell. He was also part of the Australian squad at the 2014 World Cup and 2015 AFC Asian Cup Currently playing Capalaba Bulldogs City League.