A scrappy right-winger with ability to score and check, Randy McKay starred in the Quebec Midget AAA Hockey League with Lac St. Louis in 1983-84 and was chosen 113th overall by the Detroit Red Wings in the 1985 NHL Entry Draft. After completing his four years with the Michigan Tech Huskies, the feisty winger spent most of his first two pro seasons with the AHL's Adirondack Red Wings. After playing a part time role in Detroit in 1990-91, McKay was sent to the New Jersey Devils as part of the compensation package for the signing of free agent Troy Crowder.
Beginning in 1991-92, McKay blossomed into a tough grinder on an emerging NHL power. He helped the Devils reach the Eastern Conference Final in 1993-94 and scored eight goals while helping the Devils win the Stanley Cup the next season. McKay continued to keep the club around the top of the NHL standings and recorded a personal best 24 goals in 1998. Two years later, he provided grit and leadership when New Jersey won its second Stanley Cup title. McKay notched 23 goals in 2001 and potted six playoff goals as the Devils narrowly lost the Stanley Cup finals in seven games to the Colorado Avalanche.
After spending parts of eleven seasons in New Jersey, the Dallas Stars who had won the Stanley Cup in 1999, looked to avenge their loss to McKay's Devils in the 2000 Final, acquiring the robust winger in the late stages of the 2001-02 season. The Montreal native went on to play a mere 14 games with the Stars before signing as a free agent with the Montreal Canadiens in the summer of 2002. Although his offensive totals had fallen, McKay's leadership and playoff experience are what the club looked to build on.
McKay went on to play only one season with the Canadiens before announcing his retirement prior to the 2003-04 season.