When McCray was young, he played basketball and baseball. He first played organized football in sixth grade. After two years of football, he went back to basketball and baseball before resuming football in high school. Dubbed "Big Play McCray", he played football at Trotwood-Madison High School for coach Maurice Douglass. As a junior in 2011, he gained 460 yards on 28 catches and nine touchdowns and totaled 86 tackles with five interceptions and three defensive touchdowns. As a senior in 2012, he caught 19 passes for 369 yards and four scores and made a total of 121 tackles with 2.5 sacks, three forced fumbles and two interceptions. He was recognized as an Associated Press (AP) Division II All-Ohio first-team and AP Division II Ohio Defensive Player of the Year selection in 2012. Although he was expected by some to follow his father to Ohio State, he attended the first night game at Michigan Stadium on September 10, 2011 wearing a Michigan hat. McCray was part of a team that included several highly touted recruits. McCray became a news subject when he committed to Michigan in March 2012 and was the subject of a tweet by then-current Michigan football player Roy Roundtree (a Trotwood alum) prior to signing, which was a minor NCAA violation. Toward the end of his 2011–12 junior year, he was rumored to have an offer from Ohio State. Ohio State never did offer McCray. McCray was a selection for the January 4, 2013 Under Armour All-American Game, but was unable to participate in the game while he was recovering from surgery on his left labrum. After leading Trotwood to a 15–0 Ohio High School Athletic Association Division II championship 2011 season, he committed to Michigan on March 6, 2012 over offers that included Oklahoma, Tennessee, Illinois, and Purdue.
