Larbert, Falkirk born inside forward Alex McCaig played local junior football from 1912 but towards the end of the First World War he joined Falkirk in 1918. Moves to Alloa and Stenhousemuir followed and in the summer of 1921 McCaig moved south to Second Division Coventry City, where he made his Football League debut at Fulham that August, scoring his first goal two days later in a 4-0 defeat of Rotherham County at Highfield Road.
He scored twice in 10 Coventry appearances before the New Year and moved to Reading the following summer, making his debut at Bristol City in August 1923 then scoring on his home debut in a 4-4 draw against Swansea Town four days later. However he only enjoyed one season at Elm Park, scoring twice in 16 appearances, before returning to Cowdenbeath in the summer of 1923, moving back to Stenhousemuir later that year. He had a brief spell at St Bernard’s in 1928 before moving back to Stenhousemuir once again.