The daughter of William Graham, Liberal MP for Glasgow (1865–1874) and patron of the Pre-Raphaelite Brotherhood, she was educated at home by governesses, and later attended King's College London.
Strange Case of Dr Jekyll and Mr Hyde | Agnes | Ágnes Heller | Gertrude Jekyll | Agnes Monica | Agnès Varda | Agnes Varda | Agnes Nixon | Agnes Giebel | Jekyll Island | Agnes Gund | Agnes de Mille | Agnes Chan | Agnes Baltsa | The Two Faces of Dr. Jekyll | King Edward VII's Hospital Sister Agnes | Hurricane Agnes | Ágnes Szokolszky | Ágnes Szávay | Agnes of France, Duchess of Burgundy | Agnes Mary Frances Duclaux | Agnès Humbert | Agnes Buen Garnås | The Eve of St. Agnes | St Anne and St Agnes | St Agnes | Sara Agnes Rice Pryor | Burton Agnes Hall | Alas Agnes | Agnes Walsh |
McKenna was married in 1908 to Pamela Jekyll (who died November 1943), younger daughter of Sir Herbert Jekyll, KCMG (brother of landscape gardener Gertrude Jekyll) and his wife Lady Agnes Jekyll, née Graham.