Born in Toronto, Ontario, Sandy McCarthy played Junior C with Midland and Tier II Junior A in Hawkesbury before joining the QMJHL's Laval Titan in 1989-90. The Calgary Flames took him 52nd overall in 1991 NHL Entry Draft after hitting the 20-goal mark for Laval. McCarthy was returned for one more year of junior where he was a dominant power forward with 39 goals and 326 penalty minutes. During the 1992-93 season, the young forward apprenticed with the Salt Lake Golden Eagles of the IHL. The next year he began nearly five years as Calgary's chief enforcer. In addition to dropping his gloves, McCarthy was an effective forechecker and a solid defensive player.
Prior to the March trade deadline in 1998, the rugged forward was sent to the Tampa Bay Lightning. Late the next year, he joined the Philadelphia Flyers to add muscle as they prepared for the post-season. McCarthy later toiled briefly for the Carolina Hurricanes then joined the New York Rangers in August 2000. During the Rangers' disappointing season, the veteran winger was a bright spot with a career high eleven goals and solid work on defence. Coming off a career high in goals in 2000-01, McCarthy established a career high in points during the 2001-02 season with 23 and played his 600th NHL game in 2002-03. After three seasons with the Rangers, McCarthy signed as a free agent with the Boston Bruins in the summer of 2003 and went on to play a mere 37 games with the club before being reclaimed by the Rangers at the trade deadline.