McKay was a two-way player at Louisville as a freshman in 2015, pitching and playing first base. McKay pitched in 20 games, making 13 starts. He went 9–3 with a 1.77 ERA, 117 strikeouts and four saves. In 61 games as a first baseman, he hit .308/.418/.431 with four home runs and 34 runs batted in (RBI). Due to his two-way success, he won the John Olerud Award. McKay was also named the Baseball America Freshman of the Year. After the 2015 season, he played collegiate summer baseball with the Bourne Braves of the Cape Cod Baseball League. As a sophomore, McKay again won the John Olerud Award. As a pitcher, he went 12–4 with a 2.30 ERA and 128 strikeouts and hit .333/.414/.513 with six home runs and 41 RBI as a hitter.
