 McKinnon was educated at Nelson College, Victoria University of Wellington, and Balliol College, Oxford and has held Harkness and Fulbright Scholarships at Harvard University and a Japan Foundation fellowship at Kyushu University, Fukuoka.McKinnon is the younger brother of former Commonwealth Secretary-General Don McKinnon, Wellington Deputy Mayor Ian McKinnon and twin brother of New Zealand Defence Secretary John McKinnon.McKinnon's father was Chief of General Staff, Major General Walter McKinnon, CB, CBE.