He was taken by Acconci and Burden’s use of their bodies as mediums and the repetition prevalent in their works. McKenzie’s early interests in printmaking thus translate into his explorations of ephemerality and mark-making, specifically through the incorporation of his body. In 2000, McKenzie attended the Skowhegan School of Painting and Sculpture. Thehre, he met artists Daniel Bozhko, Paul Ramírez Jonas, Michael Smith, and Carrie Mae Weems and experimented with video and performance works. He was an artist-in-residence at the Studio Museum in Harlem from 2003 to 2004, where he worked alongside artists Wangechi Mutu and William Villalongo.

The Studio Museum in Harlem presented McKenzie’s work in the group exhibitions Freestyle (2001); Body Language (2013); Assembly Required (2013); Figuratively: Dave McKenzie, Wangechi Mutu, William Villalongo (2014) Radical Presence: Black Performance in Contemporary Art: Darker than the Moon Smaller than the Sun (2014); and The Window and the Breaking of the Window (2017). McKenzie received a United States Artist Fellowship Award (2009) and was a fellow at the American Academy in Rome (2014–15). The Studio Museum first collected McKenzie’s work in 2005.