McKay kicked his third goal from an acute angle late in the last quarter as the Blues bounced back from last week's bad loss to Adelaide, winning 11.11 (77) to 9.8 (62).
The MCG clash featured a crowd of 65,680 - easily a St Kilda-Carlton home and away record - for the annual "Spud's Game" in honour of late Saints great Danny Frawley.
Carlton were outstanding, rallying from a succession of injuries that left them with one fit player on the bench at half time.
McKay had 19 disposals and 10 marks, while captain Patrick Cripps was also outstanding.
Amid speculation about St Kilda trying to lure him after this season, Carlton ruck Tom De Koning engaged in an engrossing duel with Rowan Marshall and racked up seven clearances.
Blues key forward Charlie Curnow injured his knee at training during the week, he kicked three goals - all in the first half.
The injury woes came elsewhere for the Blues.
First, Mitch McGovern came off second-best in a clash with Liam O'Connell, and was subbed out of the game before being taken to hospital with a chest injury.
The Blues jumped out to a 24-point lead in the second term and were piling the pressure on St Kilda.
But as St Kilda started drawing level in contested possessions and gaining more territory, the Blues' interchange bench started looking like a casualty ward.
Blake Acres went off with a shoulder injury, then Lachie Cowan was forced out with hamstring tightness.
Nick Haynes, close to best afield in the first half, was left with a sore head after an accidental knock and Carlton ended the second term with only one available player on the bench.
Haynes and Acres were able to start the third term, while Saints young gun Nasiah Wanganeen-Milera was also struggling with leg problems.
But Wanganeen-Milera stayed on the field and had a game-high 30 possessions.
Cooper Sharman kicked his second goal and the Saints drew to within six points, but Carlton stood firm under the pressure.
McKay kicked his second goal late in the quarter from a generous free kick and the Blues retained their halftime lead of 14 points at the last change.
It was a dour arm wrestle in the third term. After 28 stoppages in the first half, there were a whopping 35 in the quarter.
In a significant blow for St Kilda, small forward Jack Higgins was subbed out at three-quarter time, with club officials citing illness.
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