McKenzie played for Fitroy Juniors for half a season before going to
Brunswick in the
Victorian Football Association (VFA). He joined Essendon in 1901, winning a
premiership in his first season. He played for Essendon in 1901 and 1902. He then moved to Western Australia and spent a year playing in the
Western Australian Goldfields Football Association with the White Feather Football Club. In 1904 he returned to Essendon and by 1906 he was the captain. For his efforts during the 1906 season he was Essendon's
best and fairest winner in his last season for the Bombers. He finished his career with Essendon having played 81 games and kicking 90 goals playing as a ruckman. In 1907 season he became captain-coach of
Essendon Association in the VFA before taking on the same role at his original club Brunswick from 1908 to 1914. He led the Brunswick to a premiership in his second season, 1909. During the last month or so of that season,
The Argus newspaper conducted a public vote on which players were considered a champion in both the VFL and the VFA. McKenzie won the Association poll with a tally of near 18,000 votes, a figure which outstripped that of the League winner
Bill Busbridge. As captain, McKenzie was offered £150 to
throw the
1911 Grand Final against Essendon Association; McKenzie refused and immediately reported the offer to the Association. He returned to the VFL for just one season in 1915, playing this time with Melbourne. As captain-coach he helped them reach the finals for the first time in fifteen years, becoming one of a select few players to captain two different clubs in finals.
Hawthorn (VFA) Hawthorn returned to the VFA in 1919 — having not played in 1916, 1917, and 1918 due to World War I — and McKenzie was appointed as coach for the 1919 season. ==Death==