McKay, 30, agreed to a two-year deal with Changchun in Beijing on Tuesday.
Soon after signing the deal he was on his way to Changchun to meet the team at pre-season training and was unavailable for comment.
Changchun is the largest city in the province of Jilin, which is situated in the north-east of China.
McKay, who helped Brisbane Roar win its first A-League championship in 2011, spent a short unsuccessful stint with Scotland's Rangers in 2011-2102 before moving to Busan I'Park early last year.
He played 27 matches for Busan, scoring one goal.
McKay's move is seen as an opportunity to strengthen his claim to retain his Socceroos spot as the national team strives to reach its third consecutive FIFA World Cup.
Changchun is one of China's most ambitious clubs and is determined to finish above its 2012 placing of sixth in the league table to be eligible to compete in the AFC Champions League.