As a teenager, McKenna attended a private grammar school in Liverpool. After attaining eight O-levels, she took a year off, intending to return to pursue A-levels in classics and history. Instead, she began a glamour modelling career and never went back to school.

On 21 May 1986, aged seventeen, McKenna made her Page Three debut in British tabloid newspaper The Sun, a decision that upset her devoutly Roman Catholic parents. The Sun featured her eighty-six times on Page Three between then and 18 July 1991.

Between 1986 and 1990, McKenna also posed topless and nude for numerous men's magazines. In 1988, she appeared in a Playboy magazine pictorial with other Page Three girls.

McKenna gave up nude modeling work in 1990, at the age of twenty-one, after becoming a born-again Christian. She went on to act in pantomimes and fringe theatre, and won a minor supporting role in the Channel 4 soap opera Brookside, where she played the girlfriend of character Barry Grant. She took a career break in 1992 to have her first son, James.

In 1996, McKenna became a sports presenter for L!VE TV's Sports Live. She went on to present the sports shows Turnstile and Live and Dangerous on the TV channel Five.

In 1998, she became a children's television presenter for CITV. Her credits include Brilliant Creatures from 1998–2004, where her co-hosts included Terry Nutkins and Stephen Mulhern, and How 2 from 2000–06, where she co-presented with Fred Dinenage and Gareth Jones.

In 1990, while exploring her Christian faith, she met her first husband Tony Potter at a Billy Graham evangelical rally. The couple married and had a son, James, but soon divorced.

McKenna subsequently married restaurateur James Rhodes on 25 January 1997 at Dalhousie Castle, Midlothian, in Scotland. In December 1997 she gave birth to her second son Jack.