Danny McKay is in his first season at Illinois State as a student volunteer coach. He was previously a student assistant coach at Denison University from 2023-2026, helping the Big Red to an outright North Coast Athletic Conference (NCAC) title in 2024-25, as well as a regular season conference title in 2025-26. He was also a member of the Denison University basketball team in the 2022-23 season. Over his four years in Granville, Ohio, the Big Red compiled a 72-36 record, including an NCAA Tournament appearance in  2024-25. 

He was a member of the NCAC Coaching Staff of the Year in both the 2024-25 and 2025-26 seasons. While a student-assistant, he helped lead individual skill workouts, while also assisting in film. Also traveled to recruit potential players in the District of Columbia, Maryland, and Virginia metropolitan region surrounding Washington, D.C. area as well as in the Carolinas.

He helped coach Pro Skills Basketball from 2023-25 with young players ranging in ages from 15 to 17. He assisted in the recruting process for players, and coached over 15 players who went on to play college basketball.

From January through May of 2025 he was an assistant coach for Perugia Basket ASD, a team in the fourth dividision of Italian Basketball, where he specialized in film expertise as well as player development. He assisted both the senior team and the U19 teams during his time in Italy. He also was an intern for the Jay Bilas Skills Camp from 2022 through 2026 where he helped with daily operations of the camp, as well as helped coach and lead workouts with campers, both before and after camp days. He worked with numerous NCAA Division I players at the camp, as well as McDonald's All-American Toni Bryant.