McKean leads or co-leads several bands, including the chamber jazz quartet Bristle, the African-trance ensemble Tumble, the saxophone quartet Goggle, and the acoustic-electronics duo The Gargantius Effect.
He is a member of David Dvorin's Flounder, and Ludi Hinrichs’ Chickenbonz. In 2019 he co-founded the record label Cure-All Records with guitarist David Dvorin.
