He spent four highly successful years as head coach of NCAA Division II Nebraska-Omaha, where he guided the Mavericks to four consecutive 20-win seasons, two North Central Conference titles and three appearances in the NCAA Division II Tournament.
McKenna was named the NCC Coach of the Year in both 2004 and 2005 as well as North Central Regional Coach of the Year by the National Association of Basketball Coaches (NABC) in 2005. He finished with an 89–33 mark in his tenure at UNO.
As a high school player, McKenna starred at Palatine High School in Palatine, Illinois before moving on to Creighton University from 1977 to 1981. McKenna led the Creighton Bluejays to a Missouri Valley Conference (MVC) regular-season championship, two MVC Tournament titles and a pair of NCAA Tournaments. He was an All-MVC pick and team MVP in each of his final two seasons.
He remains the only person in MVC history to win an MVC regular-season title, an MVC Tournament championship, an NBA championship and a CBA title.
In the summer of 2009, McKenna was selected as the head coach of the Athletes in action AIA college basketball team during a tour of Poland and Germany.
National champion
Postseason invitational champion
Conference regular season champion
Conference regular season and conference tournament champion
Division regular season champion
Division regular season and conference tournament champion
Conference tournament champion