Born of a Reay County family. McKay enlisted in the 78th Highlanders as a piper in 1846 and later transferred to the 25th (King's Own Borderers). He served in India until about 1859. He was appointed Pipe Major of the 25th from 1865 to 1869.
A musical man
He was called "a good performer and a most musical man." The pipe tune, The Badge of Scotland, named for the regimental badge of the King's Own Scottish Borderers (late 25th), was composed in his memory by his son John, who had become Pipe Major of the 91st Highlanders.