He began his ballet instruction at the O'Brien School of Dance in South Burlington, Vermont before attending the Washington School of Ballet. He studied with Maggie Black. He has received awards such as the Silver medal at the Sixth International Competition in Bulgaria. He danced with companies including The Washington Ballet and The Joffrey Ballet.
He is noted for his performances in La Bayadere, Don Quixote, and The Leaves are Fading. He was appointed a permanent guest artist with The Washington Ballet. He has choreographed his own version of Transcendental Etudes, The Nutcracker, Don Quixote, Swan Lake, and The Sleeping Beauty.
McKenzie has also appeared in two Emmy Award winning broadcasts: The Unicorn, The Gorgon and the Manticore (1970) and in American Ballet Theatre's Le Corsaire (1998), both for PBS's Dance in America series. Dance in America has also telecast McKenzie's production of Swan Lake, in 2005. He is interviewed during the intermission.