McKean was born in New York City, New York, the son of Ruth and Gilbert McKean. He began his career (as well as the characters of Lenny and Squiggy) in Pittsburgh while a student at Carnegie Mellon University; David Lander was a fellow student at CMU. Their partnership grew after graduation as part of the comedy group The Credibility Gap with Harry Shearer in Los Angeles, but McKean's breakthrough came in 1976 when he joined the cast of Laverne and Shirley. McKean directed one episode, and the characters became something of a phenomenon, even releasing an album as Lenny and the Squigtones in 1979, which featured a young Christopher Guest on guitar (credited as Nigel Tufnel; the name Guest would use a few years later as part of the spoof rock band, Spinal Tap). Foreign Legion of Love was a big hit for the Squigtones, with frequent play on the Dr Demento Show. McKean also played his character in an episode of Happy Days. After leaving Laverne and Shirley in 1982, McKean played David St. Hubbins in the cult spoof documentary movie This Is Spinal Tap with both Guest and Shearer, and appeared in the soap opera spoof Young Doctors in Love.