McKee joined the Labour Party in 1980, leaving in the late 1990s. He returned to political activism during the Scottish Independence Referendum as a Director of Business for Scotland, making the business and economic case for a Yes vote. After joining the SNP in November 2014, McKee was selected to contest the Glasgow Provan seat for the Party at the 2016 Scottish Parliament election. He was Parliamentary Liaison Officer to the Cabinet Secretary for Economy, Jobs and Fair Work 2016–18.