Grimsby Town
On 23 June 2011, Grimsby Town announced they were in discussions to sign McKeown, following the club's announcement to bring in a second choice keeper to challenge number one Kenny Arthur after Town had heavily relied upon goalkeeping coach Steve Croudson in the previous season. On 2 July 2011, he signed a one-year contract with Town. McKeown played in the final of the Lincolnshire Senior Cup on 3 August 2011, beating Lincoln City 4–3 to win the cup at Sincil Bank.
McKeown was initially brought to the club as a backup keeper to challenge Kenny Arthur, but following an impressive pre-season he became the club's first choice keeper. He made his league debut for Grimsby Town on 13 August 2011 in the 2–0 defeat against Fleetwood. A week later he saved what became a crucial penalty against Newport taken by Craig McAllister to earn his side a 0–0 draw. During the 2011–12 campaign he picked up three yellow cards, each for time wasting. McKeown was also ever-present during the 2011–12 season helping Grimsby Town produce 18 clean sheets in 55 games. On 24 April 2012, he picked up four awards for Player of the Year at the club's annual presentation. On 30 April 2012, he agreed to a new two-year contract with the club.
McKeown played in the final of the Lincolnshire Senior Cup on 31 July 2012. After the game finishing 1–1 at full-time, he saved a penalty inturn beating Lincoln City in a penalty shoot-out to win the cup at Sincil Bank for a second consecutive year.
McKeown retained the Supporters Player of the Season award when he scooped the prize again once more for his part during the 2013–14 season. A host of clubs were believed to be chasing his signature, however on 16 May 2014, he agreed a new two-year contract with the club.
On 16 August 2014, McKeown saved a crucial last-minute penalty, the game finishing 1–1, preventing Dover Athletic winning the game. He played in all the league games of the 2014–15 season as Grimsby came 3rd in the Conference, and secured a play-off spot. He also played in the 2015 Conference Premier play-off final against Bristol Rovers at Wembley on 17 May 2015; following a 1–1 draw after extra time, Grimsby lost 5–3 in a penalty shoot-out.
McKeown picked up the Reusch Goalkeeper of the Year 2014–15 award on 20 May 2015, at The Non-League Paper's National Game Awards in association with The NLFA, for keeping 23 clean sheets himself.
As training was in full swing for the 2015–16 season, McKeown was admitted to hospital on 18 July 2015 and diagnosed as suffering with viral meningitis. Four days later, he finished his treatment and was released from hospital. McKeown was able to return to light training by 24 July 2016. Having already secured a play-off spot in the last home game against Chester, McKeown missed only the last game of the 2015–16 season as Paul Hurst's "Mariners" came 4th in the National League. McKeown played in Grimsby's 3–1 victory over Forest Green Rovers in the 2016 National League play-off final at Wembley, seeing Grimsby promoted to League Two after a six-year absence from the Football League.
His efforts over the season earned him a place in the 2015–16 National League team of the year, alongside the league's outstanding players. McKeown signed a new two-year contract, that will keep him at the club until the summer of 2018.
McKeown made his League Two debut with the club on 6 August 2016 in the opening game of the 2016–17 season in Grimsby's 2–0 home victory against Morecambe. After losing the number 1 spot to Manchester United loanee Dean Henderson on 28 January 2017 McKeown confirmed he had handed in his transfer request.
McKeown made numerous saves in the final game of the 2016–17 season at home to League Two leaders Plymouth Argyle, which finished 1–1 and prevented them from becoming champions; the performance lead to McKeown being named in the English Football League Team of the Week for the month of May 2017.
On 26 December 2017, McKeown suffered an injury in the 33rd minute of the 1–1 stalemate against Mansfield Town and was replaced by Ben Killip. Scans revealed a ruptured groin and he would be missing for between six and eight weeks. McKeown made his comeback on 17 February 2018 in a 3–1 defeat at Cambridge United Grimsby were in relegation trouble when they came up against Port Vale at Blundell Park on 10 March 2018, McKeown saved a penalty by Michael Tonge and a one-handed stop from Anton Forrester ensuring the game finished in a 1–1 draw, Vale manager Neil Aspin hailed McKeown's performance as world class. McKeown won the Player of the Season for a third time in his career for his contribution in the 2017–18 season.
He signed a new three-year contract with Grimsby at the end of the 2017–18 season.
In the absence of Danny Collins through injury, McKeown was made team captain for his first time in his professional career on 22 December 2018 in a 4–0 win over Notts County.
Grimsby were relegated back to non-league football at the end of the 2020–21 season, McKeown apologised to the fans by stating "Sorry. Sorry for what we've produced this year as a football club and as individuals, It's horrific, and it's not just one night. The hope's been there because we won on Saturday, and you always believe while you still can. To a degree, tonight's irrelevant, that's not why we've gone down. There's obviously lots involved in the game, but we've got it wrong as players, as individuals, myself, as a club, we've got it wrong probably from the minute we came back this year, maybe even the last couple of years being that team floating down the bottom. I can only apologise to the fans and my family because we've let everyone down".
On 24 July 2021, McKeown was awarded a testimonial match in a game played against Rotherham United.
During the 2021–22 campaign, McKeown lost his regular place in the team to Max Crocombe, with the club ending up returning to the Football League at the first time of asking.
On 11 June 2022, the club announced their retained list ahead of the 2022–23 season and confirmed that McKeown would be among those released when his contract expires on 30 June. McKeown had made 432 league appearances and 505 in total for Grimsby over eleven seasons with the Mariners and was regarded as a club legend by the local media upon his departure.