The Calgary native won her first national title in women's three-metre springboard on Friday with a score of 297.00.
"I really impressed myself tonight," said McKay. "I was consistent on all my dives and I came through on my last one with all the pressure."
Melissa Citrini Beaulieu of St-Constant, Que., placed second at 291.45 and Montreal's Eloise Belanger came third with 271.90.
On men's one-metre springboard, Marc Sabourin-Germain, of Mascouche, Que., won the gold medal with a personal best 350.60 points. Victoria's Ryan Grover was second at 340.60 and Montreal's Peter Thach Mai placed third at 330.50.
"I'm really pleased with my performance," said St-Germain. "I saw the one-metre as an opportunity to gain some confidence for the three-metre on Sunday. The highlight for me was how I managed my stress throughout the competition."
Alexandre Corriveau and Vincent Chartier of Terrebonne, Que., took top spot on men's 10-m synchro.
Competition continues through to Sunday.