McKenzie was born and raised in Taree, New South Wales where he grew up participating in a variety of Sports including cricket, water polo, and golf. His first introduction and interest in triathlon came from volunteering at a marathon aid station in Forster during Ironman Australia with his family for a few years of his childhood in the late 1980s. At age 13, his family moved to the Gold Coast which exposed to him to a higher caliber triathlon, swimming, and surfing environment. His talent as a Swimmer was good enough to warrant training with an Olympic coach. Swimming also led to surf lifesaving competitions and cross country running. There was a triathlon club that trained at the same time and at the same pool where he swam. McKenzie approached the team coach and asked to join their squad and was accepted. In the very first race he entered, a junior sprint; which lasted 15 minutes, he took first place.