McKinney trained at Inchicore VEC Dublin and worked on stage productions such as the Irish Premiere of Unidentified Human Remains and the True Nature of Love by Brad Fraser and Saved by Edward Bond, both directed by Jimmy Fay, for Bedrock Productions in 1994. Other theatre productions include Joe Dowlings production of Brendan Behan's Borstal Boy and Bouncers by John Godber, directed by Graham Watts, both 1995. Recent theatre includes Attic Improv's Spoonfed, Dublin Fringe 2005 and An Image for The Rose, which was nominated for Sexiest Fringe Show 2006.
In 1997, McKinney moved to New York to pursue artistic representation and the all-important auditions. Moving back to Ireland to work on Glenroe, he has also worked on a number of short films including Phone (1997) and The Boogie Man (1999), both written and directed by John Vaughan; Area 51, (2002) written and directed by Carl Collins; Easy Street, (2003) written and directed by Shane Conaty; A Dublin Story (2003) and Past Pupil (2005), both directed by Graham Cantwell and Nuts, (2007) written and directed by Irvine Welsh. Feature films include The Crooked Mile (2001) and Starfish (2004), both written and directed by Stephen Kane and King Arthur (2004), directed by Antoine Fuqua. Current features include Anton (2008), directed by Graham Cantwell, Handheld (2008), directed by Jason Figgis and Good Arrows (2009), written and directed by Irvine Welsh