McKay trained in the Canadian Army from 1943 to 1945 and studied at the Provincial Institute of Technology and Art in Calgary from 1946 to 1948.

McKay's father, Joseph Fortescue McKay, was the son of the last in a line of Hudson's Bay Company men which started in the 1700s. His mother, Georgina Agnes Newnham, was the daughter of the Bishop of Saskatchewan.

Here is one of McKay's rectangular paintings

Another painting titled Epic Theme, 1961 (click for close up)

A painting titled The Soft Place, 1964 (click for close up)

A work titled Void II, 1962 (click for close up)

McKay poses with fellow Regina Five members.
Left to Right: Ronald Bloore, Arthur McKay, Douglas Morton, Ken Lochhead, Ted Godwin,