The Premier League side booked their place in the last 16 through the goals of Michy Batshuayi and Fikayo Tomori but a late rally from the hosts – with Kamil Grosicki’s deflected free-kick pulling a goal back – ensured Frank Lampard’s men were given a scare.
And McKenzie spoke of his pride at seeing the Tigers push their illustrious opponents all the way.
“It was definitely a case of pride in defeat,” he said.
“Obviously it was disappointing to lose because we want to win every game we play but we did ourselves proud with the way we performed.
“We were maybe guilty of being a bit sloppy in the final third during the first half. But, in the second half, I thought we came out and really took the game to them. We played well as a team and stuck together.
“We created a few chances for ourselves and could’ve drawn the game had we put one of them away. We really pushed for the equaliser but unfortunately, it just wasn’t to be.”
Academy product McKenzie was making his 27th appearance for his hometown Club against the Blues – and his first in HU3 since August.
Tasked with keeping the likes of Pedro and Callum Hudson-Odoi quiet all evening, McKenzie produced what was arguably his best display in black and amber yet.
And despite the end result, a sell-out crowd of 24,109 in attendance at the KCOM ensured it proved to be a memorable occasion for the Hull-born defender.
“I was buzzing to be back our on the pitch, especially so in front of a sell-out crowd at the KCOM Stadium,” he added.
“Playing in front of 24,000 plus fans for your hometown club – it’s hard to put into words just what that means.
“It was an amazing feeling and something you want to experience every single week. Playing in front of that many fans was just brilliant.
“Despite the result, it was still a special night. I was just happy to be back in the side, back out on the pitch and enjoying myself.”