2008-09: McNally skated for the Suffolk (NY) PAL in the Metropolitan Junior Hockey League and scored 25 goals with 41 assists and 72 PMs in 52 games.
2009-10: McNally played for Milton Academy in Massachusetts. In 28 games, McNally scored 14 goals and added 21 assists for 35 points. McNally was named to the All New England First Team, and was voted Prep Defenseman of the Year by U.S. Hockey Report.
2010-11: McNally was a team captain at Milton Academy as the team won the New England Prep league championship.
2011-12: McNally burst onto the college scene as a freshman – scoring 6 goals with 22 assists in 34 games for Harvard. He was a finalist for the ECAC Rookie of the Year award. His 28 points were second only to Carolina prospect Danny Biega amongst Crimson defensemen. After scuffling to stay above .500 for much of the season, finishing third in ECAC Hockey, Harvard won five of its first six games in the ECAC tournament to advance to the championship game against Union.
Plays for Harvard University.