In 2014, McKinley released his first album, titled Arlo McKinley & The Lonesome Sound.[4]
McKinley released his sophomore album, Die Midwestern, as his Oh Boy Records debut on August 14, 2020.[5] He recorded the album at Sam Phillips Recording Studio with Grammy-winning producer Matt Ross-Spang and professional musicians Ken Coomer (Wilco), Rick Steff (Hank Williams Jr.), Reba Russell (Johnny Cash), Will Sexton, David Smith, and Jessie Munson.[6] Writing for Fader Magazine, Alex Robert Ross commented on Die Midwestern being, "... a raw but perfectly balanced album laced with existential crises, addictions, and world-weary resilience."[7]
2022 brought the release of McKinley's third album, This Mess We're In, produced by Matt Ross-Spang and the same all-star band on his previous record. McKinley drew writing inspiration according to NPR Music, from "...the loss of several loved ones, including his mother and multiple friends."[8]