McKay has been an integral part of the side that currently tops the Scottish Championship table.
The winger has spent much of the last two seasons out on loan - with Morton and Raith - but has found himself a regular part of Warburton's plans since the former Brentford boss arrived at Ibrox in the summer. And McKay explained how his manager's confidence has rubbed off on him.
"I've got the freedom to go wherever I want and stay out as wide as I want. Now I have the confidence to try and beat defenders, which I was maybe a bit wary of when I was coming through. As this season's progressed I've believed in myself much more," he said, as reported by The Scottish Sun.
"A lot of that is down to the manager. I have started most games this season and he has said to me that I have been playing well.
"I need to keep that going. He has given me the chance that maybe other managers haven't so I just need to repay him."
The youngster has made 28 appearances in all competitions for the Light Blues this term, having started all 20 of the club's Scottish Championship fixtures so far.
And he has justified his regular selection by scoring three goals and bagging six assists for the Gers in the league, which has helped the side sit five points clear at the top of the table, and well on course for a return to the Premiership.
And given the faith that Warburton has had in McKay so far, it would not be a surprise if he remains as integral a member of the side as he is now, should they go up.