McKey earned All-America honors during the 1986-87 campaign in which he averaged 18.6 points and 7.5 rebounds per game. He was named the 1987 SEC Player of the Year and was a member of the Gold Medal USA Team at the 1986 FIBA World Championship.
During his three-year career at The Capstone, McKey helped lead the Crimson Tide to a pair of SEC regular season titles along with the 1987 SEC Tournament championship. He finished with 1,231 points (12.4 ppg) and 643 rebounds (6.5 rpg).
McKey was a first-round draft pick by the Seattle Supersonics in 1987 (ninth overall) and was named to the NBA All-Rookie First Team (1988).