He is best known for his portrayal of Leonard 'Lenny' Kosnowski on the sitcom Laverne and Shirley from 1976 to 1982. Lenny and Squiggy (David Lander) even released an album as Lenny and the Squigtones in 1980, which featured a young Christopher Guest on guitar (credited as Nigel Tufnel, the name Guest would use a few years later as part of the spoof rock band, Spinal Tap).
In 1984, McKean would become David St. Hubbins in the spoof documentary movie This is Spinal Tap. He also worked with Guest in the movies Best In Show and A Mighty Wind.
McKean also spent time as a cast member on NBC's Saturday Night Live from 1994 to 1995.