The League Two side have been linked with a bid for Burton Albion striker Shaun Harrad.
McKay, 22, admitted he will need to work hard to keep his place in the team "If I stay in the side now I know I need to score more.
"I'm always prepared to fight for my place," he told BBC Radio Northampton.
He added: "I've got to stay confident in myself because I know I can do it."
The former Leicester City man netted in Monday's 2-1 victory over Lincoln City after being left out by manager Ian Sampson for the previous match at Crewe.
"It hurts anyone not to be in the team but you just have to get on with the job, try your best and hopefully get in for the next game."
Northampton have won three of their last four league outings to move away from the League Two drop-zone.
"We have another home game [against Cheltenham Town] on Saturday so we'll be looking to take another three points and get up near the play-off places," McKay concluded.
Source: BBC Sport
Source: BBC Sport