McKay Park was constructed in 1988-89 as a joint project between the Departments of Public Works and Parks and Recreation. The project added park land to the city and remediated storm water control issues for the area. McKay Park is named for Neil McKay who donated $80,000 toward the project.
Prior to being named McKay Park the area was called Sunset Lake; a private enterprise with lake swimming available. Due to concerns about the dam's safety the lake was drained and remained an eyesore for several years until the City restored the area.
The 20.4 acre McKay Park features a one kilometer (0.6 mile) fitness trail which encircles the lake, a playground, an asphalt basketball court, and 10 picnic units.
Fishing is allowed year-round at McKay Lake but only bank fishing is permitted. Large mouth bass, bluegill, channel catfish, red-ear sunfish and crappie are the most plentiful species. In November McKay Lake is stocked with over 2,400 trout in preparation for the Jefferson City Winter Trout Program. More Information about this program can be found here.
The back of the dam at McKay provides an excellent sledding hill during the winter season.