McKay was born to a francophone mother and an anglophone father in the city of Montréal-Est. He has completed a M.Sc. in Environmental sciences and is currently working in the field of water treatment.
In 1986, he was elected to Montreal's City Council as candidate of Jean Doré's Rassemblement des citoyens et citoyennes de Montréal (RCM) for the district of Honoré-Beaugrand. He was re-elected in 1990, but lost to Ivon Le Duc in 1994 as Pierre Bourque became Mayor.
McKay became Leader of the Green Party of Quebec on May 28, 2006. The party ran candidates in 108 out of Quebec's 125 districts in 2007. None of them were elected. McKay himself finished fourth in the district of Bourget with 2,632 ballots and about 8.09% of the vote. The winner was Diane Lemieux of the Parti Québécois.
McKay lost the party leadership at a convention held in Trois-Rivières on March 29, 2008. Guy Rainville had won a mail-in vote with 268 ballots (54%) against McKay's 225. Nonetheless, McKay confirmed that he is the Green candidate in the by-election that has been called as a result of Lemieux's resignation in the district of Bourget.