The twins joined Leeds earlier in the week.
The 19-year-old pair, who has previously been on trial at West Ham United, switched Yorkshire clubs and will now work with the Leeds under-21 team in the hope of becoming fully-fledged members of the Leeds United first team.
He is quoted by the Doncaster Free Press as stating:
"The Leeds thing came in and personally I think it will do them the world of good to have a fresh break.
"They need a fresh start the pair of them. They weren't really knocking on the first team door for a start for different reasons so it's a good move for them.
"We wish them all the best. They're good lads, they have a great attitude the both of them.
"It's good they've gone together. They don't have to move home, it's only up the road. It's a good move for everyone.
"They went to West Ham on a trial basis and did fine before the Leeds thing came up.
"These clubs like West Ham and Leeds that have bigger budgets and have U21 development groups that are slightly different to ourselves.
"It gives them the flexibility to bring the younger ones in for a while and their hope is they get into the first team."
The McKay's have not exactly racked up the appearances for the club. Paul played one game for the club at centre-half earlier in the season.
Striker Jack has featured four times for the club.
Doncaster will obviously be said to see them go and it would appear that Ferguson simply believes that the McKay brothers will be better served playing regularly at under-21 level rather than being bit-part members of the first-team squad.
Now the McKay twins must hope to prove themselves at Thorp Arch and become Leeds first-team stars.