McCall started his career with Bradford City, where he made his first-team debut in 1982. He played six seasons at Valley Parade, during which time he won the Division Three championship, a title which was overshadowed by the Bradford City stadium fire when 56 people died and in which his father Andy was injured. After missing out on promotion in 1987–88, McCall moved to Everton, for whom he scored twice but finished on the losing side in the 1989 FA Cup Final. In 1991, he moved to Rangers, with whom he spent seven seasons and won five league titles, three Scottish Cups and two Scottish League Cups. McCall returned to Bradford City as captain to take them into the top division of English football for the first time in 77 years. After four seasons he moved to Sheffield United, where he retired as a player in 2005.