Nellie Yvonne Reynolds was born in Queens, New York to parents who had come from Jamaica in the West Indies. She earned a bachelor's degree in English from Queens College in 1969, a master's in English and American literature from Harvard in 1971 and a Ph.D. in the same field from Harvard in 1977. Nellie McKay joined the faculty at UW-Madison in 1978 and helped establish an African-American literature curriculum in the department of Afro-American studies. Her colleague at UW–Madison, Craig Werner, said, "When she came here there was not a single university that was paying any attention to black women's literature. Now, there isn't a single university that isn't." Her work focused on black women's literature and multicultural women's writings and she published more than 60 essays, and book and journal articles on such writers as Harriet Jacobs, Ida B. Wells, Zora Neale Hurston, Alice Walker, and many others. In 1996, she co-edited the Norton Anthology of African-American Literature with Dr. Henry Louis Gates, Jr. which was one of the first works to canonize black American literature. McKay played a key role in establishing the UW–Madison Lorraine Hansberry Visiting Professorship in the Dramatic Arts. At the time of her death, McKay had been working on a revised edition of the seminal 1982 black feminist anthology All the Women Are White, All the Blacks are Men, But Some of Us Brave: Black Women's Studies , originally edited by Gloria T. Hull, Patricia Bell-Scott, and Barbara Smith. McKay passed away on January 22, 2006 of cancer in a hospice in Fitchburg, Wisconsin. She was believed to be in her 70s at the time of her death. At the time of her passing, she held a joint appointment in the English and Afro-American studies departments, and also taught in the women's studies department.
