James Franklin McKay was the son of Duncan McKay and Harriet McNeill McKay of Philadelphus in Robeson County, NC. Ann Flora McPherson was the daughter of Gilbert Gilchrist McPherson and Sophia Flora Johnson. After his involvement with the Lowrie Gang, Frank married Ann McKay in 1874 at the home of Ann's sister, Mary Jane McPherson Brown, wife of John McIntosh Brown. Ann and Frank first lived in Shoeheel (Maxton, NC) where their first child was born, and then removed to the old Dugald and Mary McKay farm at Blackfork just below Raft Swamp just south of Shannon. In 1889, the family moved to Frank's share of his father's farm at Philadelphus and built a home there. It burned in 1921. Frank rebuilt upon its ashes a new home which stands today on Highway 72 near Red Springs.