McKee was born in Peterlee, County Durham, the daughter of a coal miner, and grew up there and in nearby Easington and Sunderland. Her first experience of acting occurred in her final year at primary school where her teacher finished the school week off with improvisations. Seeing a poster in a shoeshop window for a new youth drama group, McKee and her friends decided to attend, initially not seriously but later becoming enthusiastic. It led to McKee's first professional appearance, working on T