McKenna was born in Washington, D.C. She moved to Mexico City with her family when she was five. She has a B.A. in theatre from Fordham University at Lincoln Center. Before graduating in 2020, she returned to Mexico City to study abroad at Universidad Iberoamericana and the acting studio of Patricia Reyes Spindola where she shot a pilot for the telenovela La Promesa. Her Off-Broadway debut was in the Mint Theatre Company's production of The Mountains Look Different (2019) which received a New York Times Critic's Pick. In her second Off-Broadway show, she originated the role of Felicia in William Mastrosimone's new play Rules of Desire (2020). In 2022, she originated the role of Ann Lovett in the world premiere of Made By God by Ciara Ni Chuirc.