McKenny married Minnie E. Alderman (1869–1942) in 1890. She was a native of Vermontville, Michigan. They had three children, Charles Arthur McKenny, Laurence A. McKenny and Marion Louise McKenny. Laurence joined the Army Air Corps during World War I and was killed in action during World War II.
McKenny begin his career as a teacher at Charlotte, Michigan. He then went to teach at Vermontville. In 1895-1896 he was a professor at Olivet College. In 1896 he became principal of Central State Normal School where he remained until 1900. In that year he became principal of Milwaukee State Normal School where he remained until 1912. He then took the presidency at the Michigan State Normal College (MSNC), now Eastern Michigan University. He started his administration at MSNC by instituting rules against female students having "gentleman callers' visit them in their rooms, only allowing them to visit in parlors. he also instituted rules to cut down on automobiling and coenoeing by female students, especially with males. The student body of MSNC at the time was overwhelmingly female. During his presidency, he proposed and then oversaw the construction of MSNC's student union, named McKenny Union (now McKenny Hall) in his honor. McKenny remained president of MSNC until April 1933 when he became president emeritus. He died the following September.