The 28-year old was a revelation for the Australian national team in the Asian Cup, his performances likely to spark interest from clubs abroad.
But his coach at club level does not expect him to depart Brisbane unless a club comes in with a big offer which would make a shift worthwhile.
"Even though I said last week we may lose him, I know what Matty's like," Postecoglou said.
"He won't go unless it's something extraordinary."
McKay played a part in all six of Australia's matches, becoming a starter for the third group stage match and keeping his spot all the way through to the final, which ended in disappointment with a 1-0 extra-time loss to Japan.
He admitted that he did not expect to get anywhere near as much game time and was delighted to be given the chance even though it ended badly.
"Four games (as a starter) on the trot wasn't expected even back home," McKay said. "I felt I'd done my job and worked extremely hard to get that opportunity.
"But to come so far and miss out on that silverware, it's a bit depressing."