McKay joins a growing list of Australian players trying their luck in Asia and will be a Changchun player for four months.
"I jumped at the chance to keep playing," McKay said.
"I'm at a good age now where you want to continue your football.
"With a 21 game season, you don't get much involvement in terms of a full season as you do in playing Europe.
"This is the first chance for me to further my development with a club overseas, so it will be a new experience and hopefully something that will help me when I get back.
"They won the title in 2007 and they want to be there again after being disappointed with finishing sixth last season."