 McKinley joined Battery A of the Missouri National Guard on June 21, 1916 and served on the Mexican Border until December 21 of the same year.Following the United States' entry into the First World War, he enlisted in the United States Army Signal Corps on August 7, 1917 and became a dirigible pilot.He was commissioned as a 1st lieutenant in the Officer's Reserve Corps on December 7, 1917 to date from November 27.