Born in Winfield, Kansas, in 1888, McAfee eventually joined the Los Angeles Police Department. He rose to the rank of vice squad captain in his twenties and became acquainted with the proprietors of nightclubs, illegal gambling operations, and brothels. McAfee eventually decided he could make more money in vice and left the police department to run nightclubs. By the 1920s, while liquor was banned during Prohibition, he established himself as a businessman on the Sunset Strip in West Los Angeles, a nightclub district where illegal alcohol was served discreetly.