McNally, who hails from Massachusetts, was trained at Harvard University's American Conservatory Theatre. He has been acting on television since the 1970s, appearing on such series as The Amazing Spider-Man (starring Ellen Bry), Lou Grant (with Jeff Corey), Hotel (with Adrienne Barbeau, Robert Pine, and Jane Wyatt), Scarecrow and Mrs. King (with Daniel Davis and Kate Jackson), Santa Barbara (with Judith Anderson, Nicholas Coster, and Louise Sorel), L.A. Law (starring Corbin Bernsen and Larry Drake), Studio 5-B (with Harry Groener), Perfect Strangers (with Sam Anderson), Who's the Boss? (with Christine Healy), and Baywatch (directed by Reza Badiyi).