McKenzie enlisted in the Australian Army on 12 July 1940 during World War II and, seven months after the fall of Singapore, became a prisoner of war at Changi. As a corporal, McKenzie, and another prisoner, Bill West, annually ran a mock version of the Melbourne Cup in the prison by using bull frogs. In 1942 his frog, Greenbottle, won the mock cup trophy: made of cardboard, which McKenzie cherished upon return to Australia in 1945 (see photo opposite). He was discharged on 17 January 1946.