He was drafted by the Chicago White Sox in 1982 and assigned to the Gulf Coast League to begin his professional career.[4]
McKeon's wrist was injured early in spring training in 1986 but he performed well enough in the first month of the Triple-A season to earn his first promotion to the Major Leagues on May 7, 1986. Outfielder Rodney Craig was promoted to make room for him on the roster.[5] He made his Major League debut on May 6 against the New York Yankees;[6] he pitched a scoreless two thirds of an inning in relief of Dave Schmidt.[7] He recorded the only save of his career on June 6 of that season, retiring both Oakland Athletics batters he faced in the bottom of the ninth inning.[6][8] In July, McKeon contracted hepatitis in Cleveland and was hospitalized in Chicago. He was placed on the disabled list and would not return that season.[2][9]
In 1987, McKeon was demoted to the minor leagues on June 4 after eleven appearances with the White Sox. On June 30, pitcher Ray Searage was demoted and McKeon was recalled to the Major League roster.[10] He was demoted again on July 16.[11] All said, he pitched 21 innings in with the White Sox in 1987 and allowed 22 earned runs. It would be his final season at the Major League level.[6]
After his final season in North America, McKeon signed a contract to play baseball in Italy in 1992. However, after his contract fell through, he began pitching and managing for a team in Brasschaat, Belgium instead.[14] He continued to play for the team at least through the 1995 season, also balancing it with a job in his father's automotive services supply company in Hollywood, Florida.[15][16] In 1995, he coached the Belgian representative at the European Cup.[16]
While playing in Belgium, McKeon met a woman named Karen who he would marry.[16]