 In 2005–06, he joined Alleghe of the Italian Serie A and later in 2006, he played for Kangwon Land in the Asia League, giving him the rare distinction of playing on four different continents.McKenna played in the Asia League until the completion of the 2008-09 season, where he played for High1 from 2007–08 and the China Sharks in 2008-09.McKenna led all defensemen with eleven points, and briefly played with former NHL star Claude Lemieux before Lemieux returned to the Worcester Sharks.