McKay continued to attract strong transfer players, but discipline issues persisted in 2005–06. Versatile senior guard Mark Walters led the team with 16 points a game, but after winning four straight to build a 16–9 record, they lost four of five to finish 17–13 and did not receive a post-season bid. Road struggles kept the team from gaining momentum, a chronic problem as the Lobos went 8–43 in away games under McKay. The 2006–07 team featured talented Kansas transfer J. R. Giddens, who led the team with 16 points a game, but discipline problems limited his playing time. The team began 9–2 with an upset over #8 Wichita State but wilted in league play, going 4–12 and finishing 15–17. Fan criticism had reached a crescendo and attendance at The Pit had been dropping significantly. First-year Athletic Director Paul Krebs announced before the end of the season that McKay would not return for the following season.