McCloskey is a surname. Notable people with the surname include:
McCloskey (baseball), American baseball player
C. John McCloskey, Catholic priest and member of Opus Dei
Deirdre McCloskey (born 1942), American economist
Delamere Francis McCloskey (1897–1983), Canadian-born Los Angeles City Councilman
Frank McCloskey (1939–2003), Indiana politician
Country McCloskey (fl. 1841-1850), American bare-knuckle boxer
Jack McCloskey (born 1925), American basketball coach
John McCloskey (1810–1885), Catholic archbishop
Leigh McCloskey (born 1955), American actor
Paul McCloskey (born 1979), Irish boxer
Pete McCloskey (born 1927), California politician
Robert McCloskey (1914–2003), American author and illustrator
Robert J. McCloskey (1922–1996), American statesman and ambassador
William George McCloskey (1823-1909), American Catholic Bishop