On 10 November 1928, Constable McKay dived into the icy waters of the River Clyde to save a man who was in danger of being drowned. When he reached the man he saw that he was unconscious and sinking. He successfully pulled him to the quayside and applied artificial respiration. The man was revived and recovered from his experience.
On 5th December 1930, Constable McKay again entered the River Clyde to rescue a man who had been seen jumping into the river from Glasgow Bridge. He had to swim a considerable distance to reach the man who was being carried downstream by the fast flowing river. Constable McKay successfully towed the man to the quayside and the man survived.
As a result of Constable McKay’s bravery on these two occasions, he was awarded the King’s Police Medal for Gallantry (London Gazette 1.1.1931) and the Glasgow Corporation Bravery Medal.