In 1939, at the suggestion of booking agent Willard Alexander, McKinley joined forces with Will Bradley (formerly Wilber Schwitsenberg) to form the "Will Bradley Orchestra featuring Ray McKinley." With McKinley on vocals and drums, the band's several hits included Beat Me Daddy, Eight to the Bar, Down the Road Apiece and Celery Stalks at Midnight. McKinley left in 1942 to form his own group, The Ray McKinley Orchestra. The band was very well-recieved, but broke up after only 8 months due to external factors including the outbreak of the second World War. McKinley placed many of his players with the Tommy Dorsey Orchestra just before he was drafted.