McKenzie was picked to train at Australia's newly created national triathlon performance center. Throughout high school he trained alongside Future champions Mirinda Carfrae, Emma Snowsill, and Annabel Luxford. In 1997, he reached his first world junior championships in duathlon and at 19 he placed third at the 2001 ITU World Junior Championships. The following year, with the Athens Olympic Games two years away, McKenzie was unsure his current pursuit of draft-legal, Olympic style racing was going to result in him qualifying the games. Under the advisement of training partner Michellie Jones, he and Craig Alexander moved into an apartment in Carlsbad, California and trained, focusing on non-draft style racing.