Nina Mae McKinney was born in 1912 in the small town of Lancaster, South Carolina, to Georgia and Hal McKinney. Her parents moved to New York City for work during the Great Migration of African Americans out of the rural South in the early 20th century, and left their young daughter with her Aunt Carrie. McKinney ran errands for her aunt and learned to ride a bike. She soon was performing Stunts on bikes, where her passion for acting was obvious. She acted in school plays in Lancaster and taught herself to dance.

McKinney left school at the age of 15. With hopes of establishing an acting career, she moved to New York City, where she also reunited with her parents. Her debut on Broadway was dancing in a chorus line of the hit musical Blackbirds of 1928. This show starred Bill "Bojangles" Robinson and Adelaide Hall. The musical opened at the Liberty Theater on May 9, 1928 and became one of the longest-running and most successful shows of its genre on Broadway,.

In Hallelujah (1929), McKinney was the first African-American Actress to hold a principal role in a mainstream film; it had an African-American cast. Vidor was nominated for an Oscar for his directing of Hallelujah and McKinney was praised for her role. When asked about her performance, Vidor told audiences "Nina was full of life, full of expression, and just a joy to work with. Someone like her inspires a Director."

In December 1932, McKinney moved to Paris, where she performed as a cabaret entertainer in nighttime hot spots or restaurants, including Chez Florence. In February 1933, she starred in Chocolate and Cream, a show in the Leicester Square Theatre in London. She also worked in Athens, Greece, and returned there after World War II.

After touring, she returned to London in 1934 to appear in a British film titled Kentucky Minstrels (released in the United States as Life is Real.) The film was one of the first British works to feature African-American actors. Film Weekly said of McKinney, "Nina Mae McKinney, as the star of the final spectacular revue, is the best thing in the picture—and she, of course, has nothing to do with the 'plot'." McKinney remained in England and worked in a variety of roles. She also sang the popular song "Dinah" during Music Hall, a radio broadcast show.

In 1935, McKinney married jazz musician James "Jimmy" Monroe. They divorced in 1938.

Despite constraints, McKinney found more good work in London and had performances in TV productions. In 1936 she was given her own television special on BBC, which showcased her singing. In 1937, she had a role in Ebony (revue), alongside the African-American Dancer Johnny Nit. Following that performance, she appeared in Dark Laughter with the Jamaican trumpet player Leslie Thompson. McKinney was given rave reviews for her singing "Poppa Tree Top Tall" in a 1937 documentary. This is the only surviving record of her performances in British television pre-World War II. She returned to the United States after the German invasion of Poland in September 1939.

In Hollywood McKinney starred in some "race films" intended for African-American audiences. These include Gang Smashers/Gun Moll (1938) and The Devil's Daughter (1939), which was filmed in Jamaica. Her singing in the film is included in an excerpt of The Devil's Daughter Soundtrack that is part of the album Jamaica Folk Trance Possession 1939-1961.

After taking a break, she tried to make a comeback in Hollywood. She took roles in some smaller films, having to accept stereotypical roles of maids and whores. For Example, in 1944 she appeared alongside Merle Oberon, playing a servant girl in the film Dark Waters. In 1951, McKinney made her last stage appearance, playing Sadie Thompson in a summer stock production of Rain.

After World War II, McKinney returned to Europe, living in Athens, Greece until 1960 when she returned to New York.

After 1960, McKinney lived in New York City. On May 3, 1967, she died of a heart attack at the age of 54.

Her performance landed McKinney a leading role in a film. Looking for a star in his upcoming movie, Hallelujah!, the Hollywood film Director King Vidor spotted McKinney in the chorus line of Blackbirds. He said, "Nina Mae McKinney was third from the right in the chorus. She was beautiful and talented and glowing with personality." And that’s what rocketed her into the world of acting and Hollywood.