Christopher Gillen, 38, of Balbane Pass and Paul McIntyre, 51, of Ballymagowan Park, were remanded in custody.
The city’s magistrates’ court was told that evidence against them has been obtained from mobile phone footage and a documentary filmed on the day by MTV.
The court also heard police believe the two men are members of the New IRA.
But a police officer told the court that detectives have no evidence that the men are part of the dissident republican group.
Ms McKee, 29, was shot while observing rioting in the Creggan area on Thursday, April 18.
An 18-year-old man and a 15-year-old boy, also arrested last week by detectives investigating Ms McKee’s death, were released without charge.
Three people were arrested in connection with the journalist’s murder but were later released unconditionally.