The Red Sox acquired McKenry, 26, from the Rockies at the end of spring training. McKenry was hitting .274/.369/.421 for Triple-A Pawtucket this season.
The Pirates had lost their top three catchers in the last few weeks -- Jason Jaramillo is on the DL with a an elbow injury, Chris Snyder had surgery on a herniated disc on Friday and Ryan Doumit is on the DL with a sprained left ankle.
Dusty Brown and Wyatt Toregas were the team's catchers before the team designated Toregas for assignment to make room for McKenry.
The Pirates' top prospect is a catcher, Tony Sanchez. The Pirates said they won't rush Sanchez to the majors. He's hitting .265/.374/.343 with two homers in 42 games for Double-A Altoona.
"Tony has made great progress on all fronts," general manager Neal Huntington told MLB.com's Jennifer Langosch. "We just didn't feel like this was the right time to bring him to the Major Leagues. We've still got some things that he needs to accomplish before he goes to Triple-A."