Adam McKay (born April 17, 1968) is an American screenwriter, producer, and director. McKay began his career as a head writer for the NBC sketch comedy show Saturday Night Live (SNL) from 1995 to 2001. After leaving SNL, McKay collaborated with comedian Will Ferrell on his comedy films Anchorman: The Legend of Ron Burgundy (2004), Talladega Nights: The Ballad of Ricky Bobby (2006), and The Other Guys (2010). Ferrell and McKay later co-wrote and co-produced numerous television series and films, with McKay himself co-producing their website, Funny or Die, through their company, Gary Sanchez Productions.

Aside from working with Ferrell, McKay wrote and directed the satirical films The Big Short (2015), Vice (2018), and Don't Look Up (2021). McKay won an Academy Award, a BAFTA, and a Critics' Choice Award for adapting the screenplay of The Big Short. In 2019, McKay founded Hyperobject Industries, a production company.