McKay was selected for the 2011 AFC Asian Cup squad by Holger Osieck, and started in the team's pre-tournament friendly against the United Arab Emirates on 5 January 2011 in Al Ain. McKay went on to play a part in every game Australia played at the tournament, initially coming off the bench in the first two games against India and South Korea. He was named in the starting 11 for both the final group stage match against Bahrain and the subsequent quarter-final match against Iraq, and played a vital role in the latter, leading Australia to a 1–0 extra time victory, executing an inch-perfect cross for striker Harry Kewell to head into the goal for the match winner. McKay retained his starting position for the semi-final against Uzbekistan, and was again a key player for Australia in the team's 6–0 win, setting up three goals and being awarded man of the match. Due to McKay's excellent form, he was retained in the starting XI by Osieck for the Asian Cup Final, playing the full 120 minutes as the Socceroos lost 1–0 to Japan.