McCay was evacuated to hospital in Alexandria. He rejoined his brigade at Anzac on 8 June but the wound had not fully healed and he was lame, walking with the aid of a stick. In the meantime, General Bridges had been mortally wounded on 18 May and the Australian government sent the Chief of the General Staff, Major General James Gordon Legge, to replace him as commander of the 1st Division. McCay, Monash and Colonel Harry Chauvel were all disappointed at being passed over for the command, and protested to Birdwood and the Australian government, but to no avail. However, Legge chose McCay to command the 2nd Division, then forming in Egypt. Unfortunately, on 11 July, the day before he was due to leave for Egypt, McCay's leg snapped where the bone had been broken at Krithia. He was evacuated again, this time to Malta, and then to the United Kingdom, where he was visited by Sir George Reid, now the Australian High Commissioner to the United Kingdom. McCay's wife Julia died while he was in hospital. Several weeks later his father died as well. McCay was therefore sent back to Australia on compassionate leave. He arrived back in Melbourne on RMS "Malwa" on 11 November 1915, accompanied by his two teenage daughters and his brother Hugh, who had joined the ship in Adelaide, to a hero's welcome. For his service at Gallipoli, McCay was mentioned in despatches for his "great promptitude in supporting the threatened flank of the covering force" during the landing and his "conspicuous gallantry" at Krithia. He was also appointed a Companion of the Order of the Bath, and bestowed the "Croix de Commander de la Légion d'honneur" by the President of France.