McCaffrey was born in Ireland but grew up in Albany New York, where he developed interests in both sports and art. He studied Fine Arts on scholarship at New Haven College, where he landed baseball and football scholarships. After he finishes school, he moved to Boston, where he worked as a graphic designer and art director. He also began doing theater, and a performance in "Electra: A Central American Tragedy," drew high praise from critics. Stage acting led McCaffrey to New York City and the Actor's Studio. He soon started his own company, The Workhouse Theater, which produced several off-Broadway plays, including "The Scape," "The Florentine," and "Gross Points." McCaffrey's television debut was a recurring guest spot on the Mariel Hemmingway law drama "Civil Wars," (ABC). Although the show was cancelled shortly thereafter (and born again as "L.A. Law"), McCaffrey made enough of an impact to land the lead role in the actioner, "Viper." (NBC, 1994). A close cousin to "Knight Rider," the show was short-lived as well. But McCaffrey was off and running, and next accepted the lead in "Swift Justice," a Dick Wolf action drama, playing ex-special-forces operative-turned private investigator Max Swift. A slew of television guest appearances followed, on such shows as "Law & Order: Special Victims Unit" and "Law & Order: Criminal Intent," as well as "Sex & The City," where he appeared in two episodes playing two different roles. Movie roles included bit parts in the romantic comedy "Cats & Dogs" (1996) the highly acclaimed "American Splendor" (2003) and Spike Lee's "She Hate Me (2004). McCaffrey also landed a small part in an episode of another edgy Denis Leary drama, "The Job." He joined the lineup of long-running CBS daytime soap "As the World Turns," as Charley Spangler, before being called to duty by Leary for "Rescue Me."