McKay (pronounced IPA: [m?kaj] "McEYE") was born in London, England to a Scottish writer/director, Malcolm McKay, and an American actress, Robin Pappas. At the age of two, after her parents divorced, she moved with her mother to New York City, where they stayed until 1994. After one year in Olympia, Washington, the two returned east and lived in the Poconos, where McKay spent her high-school years. In 2000, Nellie McKay graduated from Pocono Mountain Senior High School.
In 2000, McKay started attending the Manhattan School of Music. (In fact, she wrote the first song in her debut album, "David" about David Eisenbach, one of her teachers from the school.) After about two years of attending the university, she dropped out. She started performing as a stand-up comic in Manhattan clubs, and eventually Greenwich Village's gay bars. McKay was briefly associated with New York's anti-folk scene and played alongside Jason Trachtenburg and others at the Sidewalk Cafe in 2002-2003.
In February 2003 McKay opened for the Trachtenburg Family Slideshow Players at Tonic, on New York's Lower East Side. Jay Ruttenberg, from Time Out New York magazine, attended the show and wrote a prominent feature on McKay. Shortly afterwards, several record labels contacted her and started a bidding war. She eventually signed with Columbia/Sony and started producing her first record in the late summer of 2003.
Her music has showcased different genres, from jazz to rap and disco to funk. Her eclectic style and sharp lyrics distinguish her as an original voice. Her songs sometimes have a political tinge; she "is a proud member of PETA" (album notes), wrote a song ("Columbia Is Bleeding") dealing with the issue of Columbia University's cruelty to animals, and ("John John") about her feelings in favor of political candidate Ralph Nader as well as performing concerts as benefits for WBA
McKay started attending the Manhattan School of Music
"David" about David Eisenbach
Her songs sometimes have a political tinge