The former Nottingham Forest defender has been superb for Las Palmas, particularly under recently appointed coach Diego Martinez.
Marca says McKenna is taking regular Spanish lessons and already communicating with staff and teammates in the local language.
Outstanding in defeat to Real Mallorca on Saturday, the Scot was again praised by Martinez in the aftermath: "He did a magnificent job. In fact, many of the recoveries in the first half came from those forward surveillances that allowed two things; to recover the ball in the opponent's half and attack them again, and also to keep (Vedat) Muriqi away from our area, which is very complicated."
McKenna is due to face Barcelona and Robert Lewandowski this coming weekend.
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