McKenzie started his professional career with Crystal Palace in 1995. He also appeared for Fulham and Peterborough United on loan whilst with The Eagles before securing a permanent move to Peterborough in 2000. Three years later he joined Norwich City and was a part of the side which won promotion to the Premier League. He went on to play for Coventry City, Charlton Athletic and Northampton Town before dropping into non-league football with Kettering Town and Corby Town. He retired from competitive football on 1 January 2013. Following his football career, he went on to become a professional boxer. He is a former International masters champion. English and Southern area challenger. He retired in 2017.