His diplomatic career took off when President William McKinley appointed him as U.S. Minister to Austria-Hungary on March 7, 1901. McCormick presented his credentials on April 29, 1901 and served through McKinley's assassination at the Pan-American Exposition on September 14, 1901. McCormick continued in the role during Theodore Roosevelt's term and when the relationship between the two countries was upgraded, he was promoted becoming the first American ambassador to Austria-Hungary on May 27, 1902 and served in that role until December 29, 1902.