McKays was originally known as McKay's Station, and under the latter name had its start when the railroad was extended to that point. A post office called McKays Station was established in 1878, and remained in operation until 1892. The community was named for Alfred McKay, the original owner of the town site.
- U.S. Geological Survey Geographic Names Information System: McKays
- Brown, Albert J. (1915). History of Clinton County, Ohio: Its People, Industries, and Institutions. B.F. Bowen. p. 284.
- U.S. Geological Survey Geographic Names Information System: McKay Station Post Office (historical)
- "Clinton County". Jim Forte Postal History. Retrieved 19 December 2015.
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