Born and educated in Melbourne, Campbell McKenzie trained at The Australia Ballet School and graduated with honours in 1989. He joined The Australian Ballet in 1990 and in 1993 was made a Senior Artist. During this time with The Australian Ballet he travelled to Paris, London, The Hague and Lausanne on scholarship. He has been the recipient of several awards and represented Australia at the 1990 International Ballet Competition held in Paris
In late 1993 Campbell left The Australian Ballet to join Scottish Ballet as a Principal Artist. Whilst there, he performed leading roles in many productions including Swan Lake, Peter pan, Nutcracker and Romeo and Juliet.
His numerous guest appearances between 1996 and 1998 include the Bluebird Pas de Deux for Nureyev's Farewell Tour of Australia, Lensky in Onegin with The Australian Ballet, the Pas de Deux in Don Quixote with the Asami Maki Ballet in Japan, and James in La Sylphide for The Austrlian Ballet. Campbell has also performed in various charity galas in the UK.
Upon leaving Scottish Ballet in 1999, Campbell performed in the roles of Colas, Mercutio and Tireneo with The Royal Ballet, touring throughout the UK, Japan and China, and with the City Ballet of London. From November 1999 until April 2001 he performed the role of Mr Mistoffalees in Cats at the New London Theatre. He returned to The Australian Ballet as a Principal Artist in July 2001, helping the company celebrate its 40th birthday performing in Beyond 40 in 2002.