McKenna was born in Washington, D.C. and lived with her family in Mexico City until she was nine. She attended high school in Nashville, TN and in 2016, moved to New York City to study theater at Fordham University at Lincoln Center. Her Off-Broadway debut was in the Mint Theatre Company's production of The Mountains Look Different (2019) which received a New York Times Critic's Pick. In her second Off-Broadway show, she originated the role of Felicia in William Mastrosimone's new play Rules of Desire (2020). In 2022, she originated the role of Ann Lovett in the world premiere of Made By God by Ciara Ni Chuirc at the Irish Repertory Theater. Now, she plays Grace in Tulsa King on Paramount+.