He was one of the first forty men to volunteer to help Major Crozier of the Northwest Mounted Police.
He served as an envoy to negotiate with Metis at Duck Lake.
He also operated as scout relaying messages between Major Crozier and Colonel Irving.
His brother James McKay served with C Company of the Winnipeg Rifles during the 1885 Resistance.
He was born in Fort Pelly, the son of William McKay and Mary Cook, and was educated at St.
John's School in the Red River settlement (today's Winnipeg).
McKay worked as a clerk for the Hudson's Bay Company from 1864 to 1873, when he settled in Prince Albert.
In 1873, he married Catherine McBeath.
He did not run for reelection in 1894 but was defeated in an 1897 by-election.
McKay became the first mayor of Prince Albert in 1885.
McKay also ran unsuccessfully for the Conservative Party in the federal election of 1904 for the riding of Saskatchewan when he was defeated by Liberal John Lamont.
McKay is buried at the Royal Anglican cemetery on Royal Road south of Prince Albert.