For thousands of years, Native Americans inhabited the region. The Adena culture built a large earthwork mound here, which was a burial site. It was augmented in later years by members of the Hopewell culture. This was the largest such mound in the state. The Carnegie Museum of Natural History excavated half the mound in 1896. Its archaeologists traced the construction history and unearthed the remains of 33 people. The mound crowned a high bluff that overlooks Chartiers Creek and the Ohio River. The bluff under the mound was quarried for municipal paving some time after the archaeological dig, eliminating what remained of the Indian burial site. This site was considered by George Washington as a possible location for Fort Pitt, which he eventually ordered built on the site of the destroyed French Fort Duquesne in what is now Pittsburgh's Point State Park.
Around 1749, the French-Canadian explorer Pierre Joseph Celoron de Blainville visited the area and discovered a "written rock" inscribed with markings he believed were made by Native Americans. Celeron named the place after the rock, and it eventually became known as McKees Rocks. Writing in 1918, historian John Boucher stated that the inscriptions had "long since faded away, if indeed they were anything other than marks made by English fur traders."
The borough derives its name from trader Alexander McKee, who also served as an Indian agent. He was given a 1,300-acre (530 ha) tract of land in 1764 for his services during the French and Indian War. The name also related to a rocky projection into the river at this site. In 1769, the name McKees Rocks was placed on an official deed, and that year is considered to be its founding date. In 1892, it was incorporated as a borough. In 1900, 6,353 people resided in the borough; in 1910, 14,702; in 1920, 16,713; and in 1940, 17,021 people inhabited McKees Rocks. After industrial restructuring caused a loss of jobs in the city, the population declined, to 6,104 at the 2010 census.
Mann's Hotel, which was possibly one of the oldest buildings in the Pittsburgh area, was located at 23 Singer Avenue in McKees Rocks. It was believed to have been built around 1803, although some sources put the construction in the 18th century. It is rumored that George Washington stayed there when he was surveying the Indian mound. On October 12, 2009, Mann's Hotel was condemned due to neglect and had to be demolished because of its deteriorating condition.
McKees Rocks was the site of one of the pivotal labor conflicts of the early 20th century, the 1909 McKees Rocks Strike. In the summer and early fall of 1909, some 5,000 workers of the Pressed Steel Car Company's plant at McKees Rocks went on strike, joined by 3,000 others who worked for the Standard Steel Car Company of Butler and others in New Castle. The strike, led by organizers of the Industrial Workers of the World (IWW), was repressed by armed security guards and the state militia, resulting in at least a dozen deaths. The conflict involved participants on both sides.
In 1940, three decapitated bodies were found in boxcars in McKees Rocks during a routine train inspection. The train cars had apparently come from Youngstown. In fact, throughout the 1920s, various dismembered and decapitated bodies were recovered in or around the nearby swamp areas of New Castle and McKees Rocks. Despite similarities to a series of murders that had occurred in Cleveland during the same time period, the murders were never solved or officially connected to the killings in Ohio.
The McKees Rocks Bridge, which carries traffic between McKees Rocks and Pittsburgh, is the longest bridge in Allegheny County, at 7,293 feet (2,223 m).