Royal Canadian Mounted Police say the body of the beaten young woman was found on April 23, outside a home in Sagkeeng First Nation in northern Manitoba.
The RCMP said this week it ruled the death of McKay, 19, a homicide and charged two girls, ages 16 and 17, with second-degree murder. Under Canadian criminal justice laws, the girls cannot be identified because of their ages.
Even after the criminal case was brought, a graphic video showing a young woman lying on the ground with a bloodied face circulated on social media, including Facebook, says Chief Derrick Henderson, a community leader in Sagkeeng First Nation. Residents in the town believe it depicts McKay.
Family, friends, community members and the media alerted Facebook and RCMP that the video possibly showing McKay's death was being shared online. The video spread quickly through her home of Sagkeeng First Nation, an indigenous community about 80 miles north of Winnipeg.
"I think Facebook has to be a little more responsible," Henderson told CNN by phone Wednesday.
"When I did speak to the family I did my best with the Crimestoppers and with Facebook and with other media to please remove it. I pleaded and I begged to please remove this video, we don't need to see that in the world."
A Facebook spokesperson responded to CNN by email, indicating that the company did not "have any details to share about the video," adding, "This was a horrific tragedy, and our hearts go out to the family and friends of Ms. McKay. We are working with law enforcement as they investigate."
Facebook would not say when the video was removed from its network or how long it had been online.
It's not clear when the video was recorded. Manitoba RCMP spokesperson Tara Seel said that police are aware of it and continue to investigate. Officials did not say whom the victim might be in the video and whether it showed a killing.
Henderson says he worries the video posting will encourage copycat crimes and further traumatize his community, already trying to cope with such a devastating incident.
Mark Zuckerberg, Facebook's CEO and co-founder, recently acknowledged the difficulty his company is having keeping up with disturbing, even criminal photo and video posts on the social media network.
On Wednesday, Facebook said it would add 3,000 people to its global community operations team to help "review the millions of reports we get every week." That is in addition to the 4,500 people already on the team.
"Over the last few weeks, we've seen people hurting themselves and others on Facebook -- either live or in video posted later," Zuckerberg wrote in an online post. "It's heartbreaking, and I've been reflecting on how we can do better for our community."