Behind the scenes, he s long brought a political edge to his work, including directing and co-writing Ferrell s Broadway show You re Welcome, America, lampooning former President George W. Bush.
But when Lily Rose, the first of his two daughters, was born, he began taking an even sharper interest in issues, particularly measures to stem the increasing epidemic of gun violence.
It was when my first daughter was born I became passionate, McKay told PEOPLE at the 2016 Brady Center Brady Bear Awards Gala Wednesday night. You definitely look at the world differently. [But] before that I was always kind of shocked by the numbers and by the sort of almost purposely obtuse reaction that we all had to the issue, that our government had to the issue.
The issue truly became personal when the shadow of gun violence hit even closer to home, he revealed. She had an incident at her school where they put her school on lockdown for like five hours because there were guys in the parking lot with guns – two guys who had just like robbed a store. So my daughter, for five hours, had to be locked in a bathroom with her class.
I was terrified. My wife was terrified, McKay recalled. We got notices from the school. Fortunately, I knew the school would handle it correctly. I knew they were safe. But what upset me was the view of the world she would develop from this experience.
It was a really scary experience to have the safety of your classroom interrupted to be told there s people with guns, and then to be locked in a bathroom for five hours, he said. In the United States of America, with the amount of wealth and resources we have, we shouldn t be experiencing that.
As part of his personal efforts to help reasonably regulate firearms, this week McKay served as the chair of the anti-gun violence gala, which paid tribute to honorees including former President Bill Clinton and producer Dede Gardner of Brad Pitt-founded Plan B Entertainment, which produced The Big Short, and other socially conscious films including Selma and 12 Years a Slave.
Along with luring industry friends like Will Ferrell, Jenna Fischer and Rainn Wilson to attend the gala, McKay s duties including recruiting comedian pals Sarah Silverman and Dimitri Martin to perform, adding a welcome jolt of amusingly off-color levity to the otherwise sobering proceedings.
I ve had friends who have been affected by the gun violence, said McKay. I think we all have. It s so massive at this point. Nearly half a million people have been killed since 9/11, whether by suicide, homicide, accident. So it s obviously affected all of us.