McKennie joined up with the Serie A champions in the summer transfer window on an initial loan deal with the option to buy for €18.5 million (£17m/$22m), potentially rising by a further €7m (£6m/$8m).
Pirlo, meanwhile, is in his first role as a head coach since hanging up his boots. And despite the 41-year-old's inexperience in the dugout, McKennie is well aware of the potential to learn from one of the all-time midfield greats.
“It's been good so far,” the USMNT international told ESPN of working under the Italy legend. “He was one of the best in his position and it's similar to the position that I play, so I knew I'd learn so much with him as my coach.
“He plays with us sometimes and he's so elegant and nonchalant, but at the same time you can't take the ball from him and he's playing dimes from behind the back line, so having him as a coach is pretty cool.”
The 22-year-old may be settling in well in his new surroundings, but he admits that he was originally star-struck upon arriving at such a global institution that boasts some of the biggest names in the game.
“It's a different level for sure, both on the field and off it,” McKennie added. “It was definitely jaw-dropping, walking into the locker room and seeing the players you play with on PES. It was like, ‘Oh my God!’. I can learn so much from these people.
“It wasn’t a secret that my goal was to make it to the Premier League, but having said that, when a team like Juventus comes in with the calibre of players that they have, the training staff, hearing Pirlo’s going to be the new coach, that made it all the more appealing."
The USMNT star has played in both of Juve's opening two matches of the 2020-21 campaign, with the Serie A champions having beaten Sampdoria before a 2-2 draw with Roma.
They were due to face Napoli on October 4 although that game was eventually called off after Gennaro Gattuso's were blocked from travelling to Turin by local health authorities after two players, Piotr Zielinski and Eljif Elmas, tested positive for Covid-19.