After graduating, McKenna moved to New York City to seek a job in publishing. While there, she did some freelance writing work.
A script she wrote during a six-week course in screenwriting at New York University helped her get an agent, and, in 1991, she moved to Los Angeles. By age 26, she had sold a comedy feature and a television pilot, and continued to write a number of feature and television scripts. She also wrote an episode of Margaret Cho's sitcom All American Girl.
However, it would be eight years until her first movie, 1999's Matthew Perry-Neve Campbell romantic comedy Three to Tango, was produced.
In 2004, she wrote Laws of Attraction, starring Pierce Brosnan and Julianne Moore.
She adapted Lauren Weisberger’s novel The Devil Wears Prada into the 2006 film of the same name, directed by David Frankel and starring Meryl Streep, Anne Hathaway and Emily Blunt. Though her first two produced features were both romantic comedies, McKenna has reiterated that The Devil Wears Prada is not, and has instead described it as 'competence porn', noting: 'The real love story is, she ends up with that newspaper, having understood the world better and having understood her naiveté better'. The film earned McKenna a BAFTA nomination for Best Adapted Screenplay.
McKenna explored the nuances of the characters of Miranda (Meryl Streep's character) and Andy (Anne Hathaway's character) in The Devil Wears Prada in a 2006 interview with Jan Lisa Huttner:"I wanted to make sure the audience understood why she had so much power in her world; and then understand that there was a cost for her, because we wanted Andy to walk away from a life as opposed to walking away from a person. She sees how much Miranda has sacrificed in her personal life, and that’s just not what Andy wants to do. Miranda’s held to a different standard than male executives might be held to, and she lives under a microscope."She wrote 27 Dresses starring Katherine Heigl in 2008. It tells the story of a bridesmaid of twenty-seven weddings finding her own love.
Her next produced movie was 2010's Morning Glory, starring Rachel McAdams, Harrison Ford and Diane Keaton, followed shortly after by 2011's adaptation I Don't Know How She Does It, with Sarah Jessica Parker and Pierce Brosnan. McKenna has jokingly referred to , Morning Glory and I Don't Know How She Does It as 'The Blackberry 3', a thematically-linked trio of films featuring women who see their Blackberries more than they see their own families. In an interview for The Ringer, McKenna compared that lifestyle to her own as a : "Striving for perfection, you can easily end up having it fill all the gaps in your life because that’s the kind of job, like being a showrunner, that you’re never done, you’re never finished, you could always be doing something else."