Bob Mckillop was born in Queens, NY an played for Chaminade High School in Long Island. He went on to play college ball at East Carolina University before transferring to Hofstra where he was named MVP. He was briefly signed by the Philadelphia 76ers.
His coaching career started out in Long Island at Holy Trinity Diocesan High School with a 86 - 25 record. After a brief stop as an assitant coach at Davidson he returned to high school at Lutheran High School winning 5 New York State Championships.
In 1989 McKillop returned to Davidson, this time as head coach. He is Davidson's all-time leader in wins, years coached, and games coached. His 230 Southern Conference wins are more than any coach in league history. He has been the SoCon Coach of the Year seven times, has won thirteen conference division titles, seven tournament championships, and taken his team to seven NCAA tournaments and four postseason NITs. All this winning hasn't come at any academic sacrifice, as 95 per cent of his Davidson lettermen have graduated. In 2006 the Wildcats won the Southern Conference tournament and went on to face No. 4 seeded Ohio St. in the NCAA tournament. 13th seeded Davidson led 29–25 at halftime before falling 70–62. In 2011 he reached 400 wins.
In 2008, after compiling a perfect regular season conference record, they entered the NCAA tournament as a 10-seed and took down 7-seed Gonzaga the 2-seed Georgetown and the 3 seed Big Ten champion Wisconsin to reach the Elite Eight for the first time since 1969. The 2008 season was a testament to McKillop's recruiting prowess, as they have been carried by the shooting of Stephen Curry, who did not get a second look from most of the bigger programs.
In February 2014, Davidson named the playing surface at Davidson's on-campus arena, John M. Belk Arena, "McKillop Court"—much to McKillop's surprise.
McKillop and his wife, Cathy, have three children. Kerrin is a 2002 graduate of Davidson, while Matt is a 2006 Davidson graduate; he played for his father from 2003–2006, and earned four varsity letters. After assisting former Wildcat player and assistant coach Jason Zimmerman at Emory University in Atlanta, Matt has been named as an assistant coach to his father at Davidson College. The youngest McKillop, Brendan, graduated from Davidson in 2011 after a four-year career.