McKenzie, the former world junior championship medallist, showed her prowess to finish third in the keirin final.
With Olympian and national champion Natasha Hansen missing out on a spot in the final it was fellow Southlander McKenzie who led the way for the kiwis in third behind Australians Stephanie Morton and Kaarle McCulloch.
Earlier none of the Kiwi men made it to the medal round of the individual pursuit.
Ashburton's Daniel Rafferty was the best of the under-19 brigade in the 1000m time trial grabbing third place in 1:05.393.
Invercargill's Josh Haggerty led the New Zealanders at the conclusion of the under-19 omnium in fifth place ahead of fellow Southlander Michael Culling. Haggerty left his best until last with a fourth placing in the 1000m time trial in 1:06.385.
Tomorrow is the elite omnium and sprint for men and women along with the under 19 team pursuit and men's 30km points race.
The championships continue until Saturday.
Final results:
Elite women:
3000m individual pursuit: Gold: Rebecca Wiasak (AUS) 3:34.746, 1; Ashlee Ankudinoff (AUS) 3:36.876, 2. Bronze: Georgia Williams (NZL) 3:37.493, 3; Georgia Baker (AUS) 3:45.045, 4.
Keirin, final: Stephanie Morton (AUS) 1, Kaarle McCulloch (AUS) 2, Steph McKenzie (Southland) 3. Semifinal 1: Morton 1, Taylah Jennings (AUS) 2, McKenzie 3. Semifinal 2: McCulloch 1, Katie Schofield (NZL) 2, Cassandra Kell (AUS) 3. Final 7th to 12th: Hansen 1, Rikki Belder (AUS) 2, Henrietta Mitchell (Auckland) 3.
Under-19 Men:
1000m time trial: Zac Shaw (AUS) 1:03.549, 1; Alex Radzikiewicz (AUS) 1:04.194, 2; Daniel Rafferty (NZL) 1:05.393, 3.