Initially forbidden by his father to pursue his education in Paris, McKim entered Harvard in 1866 to study engineering. Put off by his difficult technical courses, in 1868 he finally convinced his father to send him to Paris to study architecture at the Ecole des Beaux-Arts. He returned to New York in 1870, where he passed the next two years as Henry Hobson Richardson's assistant before beginning his own practice. In 1878 he formed a partnership with William R. Mead and William B. Bigelow; Bigelow was replaced by Stanford White in 1880.
The firm of McKim, Mead, and White was central to the movement in late nineteenth century American art known as the "American Renaissance," not only for the stylistic aesthetic of its architectural design, but for its commitment to the integration of the arts of painting and sculpture with architecture in the design of buildings great and small. All three partners were interested in American Colonial architecture, but it was McKim who was the undisputed leader of the American renewal of classicism. His love of severe, simple forms tempered his uses of the Italianate, neoclassic vocabulary. Symptomatic of his devotion to the renewal of classical form in the arts is his pivotal role in the founding of the American Academy in Rome in 1894.
His first major statement in the "renaissance" idiom was the Boston Public Library, designed in 1887. For the next several decades the firm dominated building design in East-coast America, receiving such important commissions in New York, alone, as the Washington Square Arch, 1892; Columbia University, 1894; the Brooklyn Museum, 1897; the University Club, 1900; and Pennsylvania Station, 1906.
Although the National Academy had been founded as an institution concerned equally with all the accepted forms of the fine arts, including architecture, its regulation requiring all nominees to Associate membership be exhibitors in the annual exhibitions effectively excluded architects from membership. The regulation was not officially abandoned until the Constitutional revision of 1906, but heralding a campaign to reestablish balance in its ranks, McKim was elected Associate in 1905, becoming the first architect-member of the Academy since Martin Thompson and Ithiel Town, Founders.
At the time Cox painted McKim's portrait, the men had already collaborated four times: on the Boston Public Library for which Cox helped design a seal and a "Minerva" keystone; the Walker Art Building at Bowdoin College, Brunswick Maine, for which Cox painted the lunette Venice; the Brooklyn Museum for which Cox contributed cornice sculpture; and the University Club whose seals of great American universities were designed by Cox and Daniel Chester French.