McCaulay made his international debut for Belize in 2007. He was a member of Belize's FIFA World Cup qualifying campaign for the 2010, 2014 and 2018 editions, and he scored the first goal and first hat-trick of the 2014 FIFA World Cup qualifying campaign. He is Belize's all-time top scorer, with eighteen goals in FIFA World Cup qualifying, as well as two goals at the 2007 UNCAF Nations Cup and one goal at the 2013 Copa Centroamericana. He was also the worldwide top goalscorer in 2014 FIFA World Cup qualification along with Luis Suárez and Robin van Persie with eleven goals. He scored a hat-trick of those eleven in a 5–2 rout of Montserrat in June 2011.