Born in Gull Lake, Saskatchewan, Jim McKenzie played junior hockye in the WHL with the Moose Jaw Warriors and Victoria Cougars. After scoring 15 goals for Victoria in 1988-89, he was taken 73rd overall by the Hartford Whalers at the NHL Entry Draft. He spent the majority of the next season with Binghamton of the AHL before earning a regular NHL job the next season.
Over the next few years, the rugged left-winger played with close-checking teams like the Dallas Stars and New Jersey Devils but also added muscle to more wide-open clubs like the Pittsburgh Penguins and Winnipeg Jets. He saw plenty of playoff action, but his teams rarely made significant progress in the post-season. This changed in 2000-01 when he was signed as a free agent by the New Jersey Devils then played three playoff games during the club's march to the Stanley Cup finals before losing out in seven games to the Colorado Avalanche.
In 2002-03, McKenzie and the Devils returned to the finals and went on to eliminate the Mighty Ducks of Anaheim in hard fought seven game series, earning McKenzie is first Stanley Cup and the Devils third in franchise history. After three seasons with the Devils, McKenzie was acquired by the Nashville Predators in the summer of 2003 and went on to register his 100th career NHL point during the 2003-04.