From 1918 to 1919, McCoy was Director of Transportation in the American Expeditionary Force. In 1919, he served as chief of staff in the United States military mission to Armenia. He led a relief mission to Tokyo after the 1923 earthquake. From 1926 to 1929, he commanded the 3rd Infantry Brigade and the 1st Field Artillery Brigade. From 1932 to 1933, he served on the Lytton Commission investigating the Japanese military invasion and occupation of Manchuria. From 1933 to 1935, McCoy commanded the Seventh Corps Area.