McKenzie first came to prominence when she won the EAST award at EASTinternational in 1999 which was selected by Peter Doig and Roy Arden. She has since shown work in many exhibitions “The Dictatorship of the Viewer” at the Venice Biennale , Becks Futures  2000 in London, Manchester and Glasgow and “Happy Outsiders” at Zacheta Gallery  in Warsaw. She has exhibited internationally at galleries and museums including Tate Britain  in London, Kunsthalle Basel  in Switzerland and the Walker Art Center  in Minneapolis. She is represented by Cabinet in London and Daniel Buchholz  in Cologne.
She is currently a professor of painting at the Kunstakademie Düsseldorf.