McKee was a founding member of the cowpunk/country rock band, Lone Justice, in 1982, with whom she released two albums. Several compilations of both previously released and unreleased material and a BBC Live In Concert album have been released since their demise. Her band opened for such acts as U2. Following her debut, McKee has released five studio (and two live) albums. The later three, High Dive, Peddlin' Dreams and Late December, were released independently via her own Viewfinder Records label (distributed in the UK via Cooking Vinyl).