 McKenna finished his career with the CSK VVS Samara (ice hockey)(the Central Sports Club Of The Air Force, Samara) of the Russian Major League in 2009-10, scoring three points in ten games.On August 16, 2006, Ice Hockey Australia announced that McKenna had been appointed as coach of the Mighty Roos, Australia's national team.During his time with the Avalanche in the AIHL, McKenna "fell in love with the Australian culture and climate and now wishes to make Australia his home."