McKechnie (left), and the Dodgers' Max Carey watch as John H. McCooey throws out the first ball of Brooklyn's 1932 season
In 1913, McKechnie had his worst season as a full-time player, batting only .134. However, Yankees manager Frank Chance thought McKechnie had a keen baseball mind, and had him sit next to him on the bench during games. Two years later, McKechnie got his first taste of managerial duties, when he served as player-manager of the Newark Peppers of the Federal League, leading the team to a 54–45 record.
After he retired as a player, he managed for a year in the minors before assuming the helm of the Pirates in 1922. Managing the Pirates (1922–26), St. Louis Cardinals (1928–29), Boston Braves (1930–37) and Cincinnati Reds (1938–46), he compiled 1,896 wins and 1,723 losses for a .524 winning percentage. His teams won four National League pennants (1925, 1928, 1939 and 1940) and two World Series championships (1925 and 1940), and he remains the only manager to win National League pennants with three different teams (Pittsburgh, St. Louis and Cincinnati).
McKechnie's tenure in Pittsburgh came unraveled in 1926 when several of his players thought part-owner, vice president and de facto bench coach Fred Clarke was undermining him. Several of them thought Clarke was trying to regain the job he'd held from 1900 to 1915. Three veteran players—Max Carey, Carson Bigbee and Babe Adams—demanded Clarke's removal from the bench. McKechnie, who by inclination was a player's manager, initially appeared to support them. However, fearing that he'd be seen as opposing the ownership, he was forced to denounce his own players. Ownership struck fast and hard, releasing Bigbee and Adams and waiving Carey. The dispute cut the legs out from under the Pirates, who fell to third. McKechnie was fired after the season.
McKechnie was not nearly as successful in Boston as he was at his other managerial stops, but he managed to finish "fourth or fifth with teams that should have been eighth." according to baseball historian Lee Allen. The only year in which the Braves did not even do moderately well during McKechnie's time as manager was in 1935, when Babe Ruth was with the team. According to Allen, McKechnie claimed that Ruth's presence made it nearly impossible to enforce discipline. Ruth drew a huge salary, and lived apart from the team on the road. Additionally, years of high living had rendered him a shadow of his former self. He couldn't run, and he made so many errors that three pitchers threatened to go on strike if he was in the lineup. Ruth lasted only about a month before retiring, and hit .181. Despite fielding essentially the same team that finished fourth a year earlier, the Braves won 38 games that year and lost 115—the worst record in modern National League history.
According to one baseball reference work, McKechnie had a poor sense of direction, which did not improve when, as the Reds' manager, he began traveling by plane. He arrived in an airport when the Reds were to play the Pirates at Forbes Field. He hailed a taxi and asked the driver to take him to the Schenley Hotel. "I never heard of it", said the driver. McKechnie gave him the names of the nearby streets. "Never heard of them either", the cabbie said. "How long have you been driving a cab here? the manager asked. "Twenty-five years and then some", said the driver, "But so help me I never heard of the Schenley Hotel! You must be in the wrong town! Where do you think you are?" "Pittsburgh", McKechnie said. "Pittsburgh, hell!" retorted the driver. "You're really lost. This is Detroit!"
McKechnie was an unusual kind of manager for his era. A very religious man, he didn't smoke, didn't drink, and didn't use profanity. When he had a problem player who was likely to go out carousing, McKechnie's simple solution was to room with him.