 McNally went on to join former Partick Thistle teammate Allan Moore at Stirling Albion where he made his debut against Albion Rovers on 3 August 2002.McNally went on to make over 100 appearances for Stirling Albion and in 2005 McNally was appointed as Assistant manager, McNally remained as a player with the club.McNally left Stirling Albion at the end of the 2007–08 season to join the Scottish Football Association as part of the youth coaching system.