Aaron Doran gave the visitors the lead on the stroke of half-time with a stunning strike only for Filip Kiss to level the scores five minutes after the restart.
But McKay slotted home the winner to give Thistle their second Scottish Premiership win in Dingwall this year.
The game took a while to get going and it was the away side who went closest to making the breakthrough, with Marley Watkins and Doran both seeing goalbound shots cleared off the line.
Ross then thought they had broken the deadlock when Yann Songo'o converted Graham Carey's free-kick but the on-loan Blackburn defender had strayed into an offside position and the effort was chalked off.
Instead it was Doran who grabbed the opener in spectacular fashion as he fired home from a difficult angle outside the area after Greg Tansey had forced a good save out of County keeper Mark Brown.
Ross stuck to their task though and were soon back on level terms, with Kiss' close-range shot going in off Carl Tremarco after Yoann Arquin and Songo'o had missed out.
David Raven's lob was pushed over by Brown and Caley thought they should have a penalty when Kiss appeared to foul Watkins inside the box, only for referee Calum Murray to wave away the appeals.
Murray then chose to award a free-kick to Ross rather than a penalty, despite Graeme Shinnie's high boot appearing to catch Kiss in the head inside the area.
McKay was to have the final say, the Northern Ireland striker netting his 22nd goal of the season as he converted at the second attempt after latching onto Doran's chip forward.
McKay missed out on a hat-trick in the closing stages when he saw a chipped effort come back off the bar.
The victory moves Inverness to within two points of fourth-placed Dundee United going into the weekend's fixtures.