 McCaughey came to Australia with an uncle, Charles Wilson, a brother of Sir Samuel Wilson and landed at Melbourne in April 1856.He immediately went to the country and began working as a jackaroo, in three months was appointed an overseer, and two years later became manager of Kewell station while his uncle was on a visit to England.In 1860, after his uncle's return, he acquired an interest in Coonong station near Urana with two partners.