McKegg knew more than a little bit about the NHL even before playing his first game with the Toronto Maple Leafs on Feb. 1, 2014: His great uncle was former NHL defenseman Lou Fontinato, who played 536 games with the New York Rangers and Montreal Canadiens from 1954-63.

The Maple Leafs drafted McKegg in the third round (No. 62) of the 2010 NHL Draft after he had 37 goals and 85 points in his second season with Erie of the Ontario Hockey League. The Maple Leafs signed him on April 6, 2011, and he made his NHL debut less than three years later, playing 3:43 in Toronto's 6-3 win against the Ottawa Senators.

McKegg was traded to the Florida Panthers on June 19, 2015 and scored his first NHL goal March 29, 2016. He had six points (three goals, three assists) in 31 games for Florida in 2016-17 before being claimed off waivers by the Tampa Bay Lightning. He had one assist in 15 games with Tampa Bay.

McKegg signed with the Pittsburgh Penguins on July 1, 2017, and had four points (two goals, two assists) in 26 games before being traded to the Carolina Hurricanes on Feb. 26, 2018.

He joined his great uncle's former team on July 1, 2019, when he signed with the Rangers as a free agent.