McGinnity's father, Peter, was born in Dublin, Ireland. His last name was McGinity before he came to United States. He changed it by adding an "n" after he emigrated to the United States in 1861. Peter worked in coal mines and on the farm owned by John and Rebecca Denning, and they accepted him, allowing him to move in with them in their Henry County farm.

While living in Decatur, McGinnity began playing baseball with other coal miners in their leisure time. The owner of the Decatur Coal Company founded the Decatur Baseball Association in 1886. An outfielder, McGinnity substituted for his team's pitcher in an 1888 game, which he won. He continued to pitch from that point on. He pitched for semi-professional teams based in Decatur in 1888 and 1889. His family headed west, stopping in the Indian Territory on their way to Montana, where Hannah's sister struck gold in their coal mine. McGinnity and his brothers worked in a coal mine in Krebs. There, he met his future wife, Mary Redpath, the oldest daughter of a fellow coal miner. McGinnity also played baseball for the local team. He increased baseball's popularity in the area, and was later referred to as "the father of Oklahoma baseball" by a sportswriter for The Oklahoman, as he organized, managed, and pitched for teams in Krebs. One of these teams began traveling to other towns along the Missouri-Kansas-Texas Railroad to play against their local teams. He also pitched for teams in neighboring towns.  John McCloskey, the manager of the minor league baseball Montgomery Colts of the Class-B Southern League, heard about McGinnity's pitching. McCloskey signed McGinnity, who made his professional debut with the Colts in 1893. McCloskey habitually baited umpires during games, a trait which McGinnity learned. The league folded as a result of financial troubles related to the Panic of 1893. Jimmie Manning, manager of the Southern League franchise in Savannah, Georgia, became manager of the Kansas City Blues of the Class-A Western League for the 1894 season, and signed McGinnity to pitch for the Blues. Combined for Montgomery and Kansas City, McGinnity had a 21-29 win-loss record, while walking more batters than he could strikeout, and allowing more than a hit per inning pitched. According to a Western League umpire, catcher Tim Donahue tipped McGinnity's pitches to opposing batters due to a personal feud. As McGinnity continued to struggle for Kansas City, he requested his release in June.  McGinnity moved to Springfield, Illinois, where he worked as a coal miner, bartender, and operated a saloon. McGinnity also pitched locally for semi-professional teams in Springfield and Decatur, receiving a salary between $1 to $3 (between $28.28 to $88.25 in current dollar terms) for each game. During this time, McGinnity developed a sidearm pitch he nicknamed "Old Sal", described as a "slow curve", which became a feature of his later success. He also improved his fielding, as opponents attempted to bunt "Old Sal".  While pitching for a semi-professional team, McGinnity defeated the National League's (NL) Baltimore Orioles in an exhibition game after he had already defeated a team from Chatham, Illinois earlier in the day. Pat Wright, who managed Springfield's semi-professional team, was named manager of the Peoria Distillers of the Class-B Western Association, and he signed McGinnity to Peoria for the 1898 season, marking his return to professional baseball. Armed with "Old Sal", McGinnity compiled a 9-4 record for Peoria, allowing only 118 hits and 60 walks while striking out 74 batters in 142 innings. He pitched a complete 21-inning game, believed to be the second longest professional baseball game to date. With low attendance and the distraction of the Spanish-American War, the Western Association folded in August.

When did his career begin?
While living in Decatur, McGinnity began playing baseball with other coal miners in their leisure time.