McCay's politics are unclear, and it is disputed whether he sympathized with the views displayed in his editorial cartoons. He was agnostic and believed in reincarnation. He was a Freemason, whose ranks he may have joined as early as when he was living in Chicago. His father had also been a Freemason, and was buried in 1915 with full Masonic rites, with funerals arranged by his Masonic lodges in both Woodstock, Ontario, and Edmore, Michigan. His mother often visited him in Brooklyn, and attended "Little Nemo"s Philadelphia premiere. She died in Edmore, Michigan, in 1927.