But he also had many business interests with British merchants and, at the outset of the American Revolution, he was a Loyalist. As the war progressed, he and other Loyalists in Savannah earned enemies among the Patriot factions and the Continental Army. Continental soldiers arrested McGillivray and at least two of his McIntosh cousins as suspected spies. They were freed when the British captured the city, and briefly fled west of Savannah after the British evacuation at the end of the war. Following the 1783 Treaty of Paris, the new US government confiscated and sold the property of many Loyalists: McGillivray lost his lands, slaves, and much of his other property. He and several of his Loyalist relatives and friends liquidated whatever property they still possessed, and left for Scotland with whatever monies they could take out, returning to the McGillivray clan's estates in Dunmaglass, Scotland.