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McGehee was a September call-up for the Cubs in 2008, making his major league debut on September 2. He went 0 for 1 in his first game. Following the season, he was claimed off waivers by the Brewers, and added to the Brewers' 40-man roster.
On March 31, 2009, it was announced that he would be a reserve infielder for the 2009 Milwaukee Brewers.When Ryan Braun got injured, third baseman Bill Hall played at Braun's position in left field while McGehee started at third base. When Rickie Weeks got injured, he made his first start at second base. With Bill Hall struggling at the plate and Mat Gamel struggling on defense, he saw a lot of time at third base. He hit his first home run on June 14, 2009 off of Mark Buehrle of the Chicago White Sox; it was one of his two RBI in the game. On June 29, 2009, he hit his first career Grand Slam off New York Mets pitcher Brian Stokes, which came after he committed an error that led to two unearned runs. On July 4, McGehee had career highs of four hits and five RBI against the Chicago Cubs. Casey has long credited his middle school mentor Mack Widder for his baseball accomplishments.
Although he came up short on the NL ROY balloting for 2009, his solid season has all but cemented him a starting job at 3rd base for the 2010 Brewers. He leads the National League in RBI as of May 28, 2010 with 41 RBI.