After a trip to New York City in 1986 during which he first showed his work to editors at Marvel Comics, DC Comics, and Continuity Comics, McKean met writer Neil Gaiman, and the pair collaborated on a short graphic novel of disturbing childhood memories, Violent Cases, published in 1987. This was followed in 1988 by a Black Orchid miniseries and Hellblazer covers for DC Comics.
In 1989, he illustrated the Batman graphic novel, Arkham Asylum: A Serious House on Serious Earth, with writer Grant Morrison. Comics historian Les Daniels observed that "Arkham Asylum was an unprecedented success, selling 182,166 copies in hardcover and another 85,047 in paperback...McKean produced 120 pages of paintings for Arkham Asylum, offering powerful visual reinterpretations of the classic characters." From 1989–1997 McKean produced the covers for Gaiman's celebrated series The Sandman, all its collected editions, and many of its spin-offs. In 1998, the cover images from The Sandman were released as one compiled volume titled Dustcovers: The Collected Sandman Covers. Further collaborations with Gaiman produced the graphic novels Signal to Noise in 1992 previously serialised in The Face magazine, about a dying filmmaker and his hypothetical last film; and The Tragical Comedy or Comical Tragedy of Mr. Punch, which explored similar themes as Violent Cases through the imagery of the Punch and Judy show. In 1995 McKean wrote and illustrated a book for The Rolling Stones called Voodoo Lounge to tie-in with the release of their album of the same name.
Between 1990 and 1996 McKean wrote and drew the ten issues of Cages, an ambitious graphic novel about artists and creativity, illustrated in a stripped-down pen-and-ink style influenced by Alberto Breccia, José Antonio Muñoz and Lorenzo Mattotti. Cages was published as single volume by Kitchen Sink Press in 1998, and in a new edition by NBM Publishing in 2002. In 2010, Cages was released by Dark Horse Comics in paperback. An anniversary edition was released in 2016 by the same publisher, featuring a new introduction by Terry Gilliam.
McKean's collections of short comics Pictures That Tick, and Pictures That Tick 2: Exhibition were published by Dark Horse Comics in 2009 and 2015. Pictures That Tick won the Victoria and Albert Museum Illustrated Book of the Year award.
McKean created a wordless erotic graphic novel called Celluloid for Delcourt, which was published in the United States by Fantagraphics Books.
Black Dog: The Dreams of Paul Nash, which was a commission by the 14-18 Now Foundation, The Imperial War Museum and The Lakes International Comic art Festival, was released as an artist's edition in June 2016, and was published in October 2016 by Dark Horse Comics as an oversized hardback and regular paperback. The project was also a live performance featuring cellist/singer Matthew Sharp and violinist Clare Haythornthwaite, and was performed in Amiens, Kendal, London, Rye and Ashford.
McKean designed the posters for the Raindance Film Festival for five consecutive years between 1996–2000. In 1997 he wrote, directed and edited a ninety-second trailer for the festival. In 2005, McKean designed the poster for the 32nd Telluride Film Festival. In 2006, he designed projections, sets and directed film clips for the Broadway musical Lestat, adapted from Anne Rice's novels, with music and lyrics by Elton John and Bernie Taupin.
McKean has created a few books documenting his travels using only illustrations. Examples include Postcards from Vienna, Postcards from Barcelona, Postcards from Paris (2008), Postcards from Brussels (2009), Postcards from Perugia (2011), Postcards from Bilbao (2012). He created another book of 200 pages called Squink (éditions BdArtist(e)) that gathered a number of drawings in 15 chapters.
McKean created CD covers for many artists, amongst others for Alice Cooper, Altan, Tori Amos, Frontline Assembly, Paradise Lost, Skinny Puppy, Toad the Wet Sprocket and Steve Walsh. He made book covers for Jonathan Carroll, Iain Sinclair and Alan Moore.
He has published four books of photography:A Small Book of Black and White Lies (1995)
Option: Click (1998)
The Particle Tarot: The Major Arcana
The Particle Tarot: The Minor Arcana
McKean designed and illustrated John Cale's autobiography What's Welsh for Zen, a further biography called Sedition and Alchemy, a box set of CDs called Circus Live, and used John's Welsh-by-way-of-New York voice as the narrator for his short film N[eon].
McKean has collaborated with Neil Gaiman on four children's picture books, The Day I Swapped My Dad for Two Goldfish (1998), The Wolves in the Walls (2003), Crazy Hair (2009), and Mirrormask (2005), and illustrated Gaiman's children's novels Coraline (2002) and The Graveyard Book (2008), as well as S. F. Said's Varjak Paw (2003), Outlaw Varjak Paw (2006) and Phoenix (2013). The Wolves in the Walls: a Musical Pandemonium premiered as a play in Glasgow in 2006 with Improbable and the National Theatre of Scotland. The National Theatre of Scotland adapted The Day I Swapped My Dad for Two Goldfish into a promenade performance for young people in 2013. He illustrated David Almond's The Savage published in April 2008, Slog's Dad published in September 2010, and Mouse Bird Snake Wolf (2013). In 2011, McKean collaborated with Richard Dawkins on The Magic of Reality, an introduction to critical thinking and science for children. McKean also illustrated Ray Bradbury's The Homecoming (2006).
In 2008, McKean collaborated with Heston Blumenthal on The Fat Duck Cookbook, an autobiography, compilation of key recipes and insight into Blumenthal's scientific method. The book was nominated in the James Beard Foundation Awards for Cooking from a Professional Point of View and won the Photography/Illustration award. In 2014, McKean collaborated again with Blumenthal and writer Pascal Clariss on Historical Heston, a collection of historically inspired recipes. The book won two James Beard Foundation Awards. McKean is the Director of Story at The Fat Duck, and helped to relaunch the restaurant after its refurbishment in 2015. He has created package designs, maps, menu designs and murals for The Fat Duck, as well as Dinner by Heston Blumenthal in London and Melbourne.
McKean created six images for the Royal Mail's Mythical Creatures collection, which featured depictions of mythical creatures found in British folklore, including dragons, unicorns, giants, pixies, mermaids, and fairies. The collection was released in the UK on 16 June 2009. The Presentation Pack contains short descriptions of each subject by author Neil Gaiman.
MirrorMask, McKean's first feature film as director, premiered at the Sundance Film Festival in January 2005. The screenplay was written by Neil Gaiman, from a story by Gaiman and McKean. A children's fantasy which combines live action and digital animation, MirrorMask was produced by Jim Henson Studios and stars a British cast Stephanie Leonidas, Jason Barry, Rob Brydon, and Gina McKee. Before MirrorMask, McKean directed a number of television intros and music videos as well as several short films, such as The Week Before (1998) and N[eon] (2002), which are included in the compilation DVD of McKean's work Keanoshow from Allen Spiegel Fine Arts. McKean has directed The Gospel of Us, a film of the National Theatre Wales's Passion play in Port Talbot which stars Michael Sheen. A new feature film, Luna, written and directed by McKean and starring Stephanie Leonidas, Ben Daniels, Dervla Kirwan and Michael Maloney debuted at the Toronto International Film Festival in September 2014.
McKean was a concept artist on the TV mini-series Neverwhere (1996), which was created and co-written by Neil Gaiman, and the feature films Harry Potter and the Prisoner of Azkaban (2004) and Harry Potter and the Goblet of Fire (2005).
McKean wrote and performed a song cycle called Nine Lives at the Sydney Opera House as part of the Graphic Festival. This was also performed at the British Library and at LICAF.
McKean wrote the text for Wildworks' Wolf's Child site-specific theatre work as part of the Norwich Theatre Festival in 2015.
An Ape's Progress was a commission by the Manchester Literature/Jazz Festivals in 2015, and was created by poet Matthew Sweeney, composer/saxophone player Iain Ballamy, cellist Matthew Sharp, singer Emilia Martensson, accordionist Stian Carstensen, and pianist Kit Downes, with McKean providing film projections and keyboards. A book of the work accompanied the show.
Black Dog: The Dreams of Paul Nash is a multi-media, music, song and performance work commissioned by 14-18 Now Foundation and LICAF. McKean performs as narrator and pianist, Matthew Sharp as performer, singer and cellist, and Clare Haythornthwaite as violinist/performer. It was premiered in Amiens, and has been performed in Kendal. In 2016 it will also be performed in Rye, Ashford and at Tate Modern.
McKean is an accomplished jazz pianist, and founded the record label Feral Records with saxophonist Iain Ballamy.
McKean has won numerous awards and accolades. Over the years, he has been nominated five times for a World Fantasy Award in the category of "Artist", and he won the award in 1991. His graphic novel Cages won the Alph-Art, Pantera, and Harvey Awards for best Graphic Novel. He has been nominated six times and won three Spectrum Awards in the categories of "Advertising", "Book", and "Comic". His collection of short comics, Pictures That Tick won the V&A Museum Illustrated Book Awards Overall First Prize. In 2004, McKean won a BSFA Award in "Short Fiction" along with Neil Gaiman for their work, The Wolves in the Walls. His film MirrorMask was nominated for the William Shatner Golden Groundhog Award for Best Underground Movie, the other nominated films were Green Street Hooligans, Nine Lives, Up for Grabs and Opie Gets Laid. Luna won Best British Feature at the Raindance Festival Awards, and also the Raindance Award at the Möet British Independent Film Awards.