McKay's television appearances include portraying Conductor Pierre Monteux in the BBC TV production Riot at the Rite (2005). His first film appearance was in Abraham's Point (2008).
McKay has portrayed Orson Welles in the one-man play Rosebud: The Lives of Orson Welles at a number of venues, including the Edinburgh Festival and King's Head (London). He subsequently reprised the role in the US at the 2007 "Brits Off Broadway" festival.
McKay is married to the Actress Emily Allen. He has two children, Maximilian Sidney McKay, born 2011 and Aniela Rita Lynn McKay, born 2015.
In 2013, McKay played Gerard in Strangers on a Train at London's Gielgud Theatre.
