Her father, Bob Stevenson, was a founding life member of the now defunct Hastings BMX Club and also served as an executive to BMX New Zealand.
Her mother, Adele, was the treasurer and kept a points register for the national championship from the 1980s to the 1990s.
Her brother, Cale, 38, now living in Tauranga, was a four-time New Zealand champion.
Looking back on all that, she says: "It's in the blood."
But this isn't a story about her exploits or that of her Hastings family who were pivotal in helping sow and sprout the BMX seeds in the 1980s in the province.
No, this story is about McKay's push for the return to the halcyon days when Hawke's Bay boasted eight BMX clubs.
She and the fledgling 60-member Hawke's Bay BMX Club are yearning for a full-sized track since losing their perch at the old site in Flaxmere, sandwiched between the shopping centre and Flaxmere College.
"We want to get out there that BMX is a sport," she says, dispelling myths that it's a "kids-on-bikes" activity.
"Our oldest BMX rider here is 49 years old and we have a rider who is 70 years old, nationally."
At Flaxmere, the Hastings club used to host the North Island BMX Championship and a three-day challenge meeting at which leading American riders had competed.
Explains Adele: "The council wanted us to start leasing the land on a month-by-month basis.
"It was quite iffy to spend money if the lease was month by month from an annual one," she says, adding that the council had suggested other areas but they were "worse off".
A parcel of land at Stock Rd was among suggestions but a nearby pony club was understandably opposed to it for fear of distracting the animals and riders.
"In those days the big centres, such as Auckland, Wellington and Christchurch, got to host the nationals but now it's held in Tauranga."
Adele says the region's close to 400 members from eight clubs did notice a little bit of vandalism at the Flaxmere venue, which is still vacant today, but overall it was a great location and the club had seven bikes at their disposal to lend free to families who couldn't afford to buy their own.
The Bay club now operates from Romanes Dr Reserve in Havelock North, which Kelly McKay describes as "pretty bad" and something that a group of members had got together to build.
"The council is helping us build a new track but it's been a very long journey."
Auckland hosted last year's championship but she feels the Bay is capable of hosting them.
"We had to hold our national meeting in Gisborne," she laments, adding that riders from this part of the world have to travel long distances to prepare, let alone compete.
Youngsters Amy Martin, 14, and Stevie-Lee Reuben, 12, have already represented the country at age-group level in Australia.
"We can't train them properly at Romanes Drive because it gets boggy," she says of a venue opposite Guthrie Park that is notorious for poor drainage, especially evident in the soccer season in winter.
It rankles with McKay that there's robust debate about whether the Bay can claim to be the biking capital of New Zealand when BMX is struggling to get commitment for a venue.
"We've spent millions on a skate park in Hastings and now we have to police and fence it," she says, adding BMX isn't going to require such hefty investment.
The Romanes Drive track, taking up one-third (7000sq m) of the west side of the property with the Wanderers Soccer Club, has land fill that is riddled with building debris.
Anthony Shaw, club chairman for three months, agrees it's "not clean fill [with concrete and bits of pipe] but it's free".
The council, going into the tender stage, intends to build a footbridge across the creek from Guthrie Park to enable access to the new soccer field on the other side of the 3.5ha land.
The project will include building car parks, a toilet block, and pathways to the reserve.
Shaw says the club has been after a council lease for three years but it has yet to be made final.
The plan is to build an American Olympic-designed track at a venue which they have been in since 2010 for Wednesday night training in a season spanning October to April. The club has bought a starting gate from Cambridge with ongoing fundraising activities.
"It'll [a new track] be good for the whole of East Coast," he says, adding Waipawa, Taradale and Clive have just "jump parks".
"Drainage will be our biggest expense," Shaw says although they intend to cart in better-quality extra soil to top up the surface.
BMX began in the early 1970s when motocross stars-inspired children began racing their bicycles on dirt tracks in southern California.
The size and availability of wheelie bikes made them a natural choice for BMX as they were easily customised for better handling and performance.
By the mid-1970s it became a phenomenon as children raced standard road bikes off-road, around purpose-built tracks in California.
On Any Sunday, a 1972 motorcycle documentary, is often credited for its national spread in the United States.
In 2003, the International Olympic Committee made BMX a medal Olympic sport for the 2008 Summer Olympic Games in Beijing, China.
Freestyle BMX is now a staple event at the annual Summer X Games Extreme Sports.