McKay was born in Scotland and was a
shipyard engineer who came to
Southampton seeking work at the
Woolston shipyards. He had been a regular member of the
Woolston Works football team for several years before being signed by
Southampton St. Mary's in the summer of 1896. He made his debut for the "Saints" at
the County Ground in the opening match of
the 1896–97 season, a 4–1 victory over
Chatham. He played at
right-back with his fellow Scotsmen
James McKie at
left-back and
William McMillan at
right-half. McKay retained his place for a further seven league games, before being replaced by
Samuel Meston, who had moved over from the left with McKie returning on the right, and spent the remainder of the season in the reserves. The Saints won the first nine games of the season and finished unbeaten after twenty matches, thus claiming the
Southern League title for the first time. ==Honours==