McKay left for the U.S. in 1912 to attend Tuskegee Institute. McKay was shocked by the intense racism he encountered when he arrived in Charleston, South Carolina, where many public facilities were segregated, which inspired him to write more poetry. At Tuskegee, he disliked the "semi-military, machine-like existence there" and quickly left to study at Kansas State University. At Kansas State, he read W. E. B. Du Bois' Souls of Black Folk, which had a major impact on him and stirred his political involvement. But despite superior academic performance, in 1914 McKay decided he did not want to be an agronomist and moved to New York, where he married his childhood sweetheart Eulalie Lewars.
McKay published two poems in 1917 in The Seven Arts under the pseudonym Eli Edwards while working as a waiter on the railways. In 1919, he met Crystal and Max Eastman, who produced The Liberator (where McKay would serve as co-executive editor until 1922). It was here, as the co-editor of The Liberator, that he published one of his most famous poems, "If We Must Die", during the "Red Summer", a period of intense racial violence against black people in Anglo-American societies. The poem was reportedly later quoted by Winston Churchill during World War II.
McKay became involved with a group of black radicals who were unhappy both with Marcus Garvey's nationalism and the middle-class reformist NAACP. These included other Caribbean writers such as Cyril Briggs, Richard B. Moore and Wilfrid Domingo. They fought for black self-determination within the context of socialist revolution. Together they founded the semi-secret revolutionary organization, the African Blood Brotherhood. Hubert Harrison had asked McKay to write for Garvey's Negro World, but only a few copies of the paper have survived from this period, none of which contain any articles by McKay. McKay soon left for London, England.