McCoy was born in Oklahoma City to Gerald McCoy, Sr. and Patricia McCoy. He attended Southeast High School in Oklahoma City, where he played for the Southeast Spartans high school football team and competed in track. After notching 83 tackles, including 23 tackles for loss and 20 sacks, he was named All-area, all-state, and all-metro as a junior in 2004. As a senior, he logged 82 tackles, 20 sacks and recovered nine fumbles. McCoy received numerous awards including 2005 National Defensive Player of the Year by "USA Today". Following his senior season, McCoy played in the 2006 U.S. Army All-American Bowl.