"I didn't know when would be the best time to fire it, but held out for morning in the hope that searchers would be on their way," he said.
He was located about 11.30am after spending a night alone in the bush.
In February, Mr McKenzie (17) helped save his family's home by raising the alarm and fighting an electrical fire which broke out in a hot water cylinder cupboard.
This weekend it was his turn to receive assistance.
He was hunting with two older friends from Outram and Lawrence in the Blackcleugh block on Saturday afternoon in a trip originally meant to last just two hours.
When he failed to arrive at a prearranged rendezvous point, his friends searched for him for two hours before raising the alarm.
South Otago Search and Rescue was activated and searched through the night in two groups of up to 10 volunteers.
Their numbers were bolstered with extra searchers from the Catlins and Milton yesterday morning.
Sergeant Martin Bull, of Balclutha, said Mr McKenzie's companions, both experienced hunters, were concerned for the young man's welfare as he was wearing only light clothing and was not equipped for a night alone in the bush.
Police knew Mr McKenzie was safe on Saturday night when he responded to a gun shot in the air - a common search and rescue technique aimed to establish a person's safety and location.
The technique was used again yesterday, which enabled volunteers and the missing hunter to locate each other.
"He did not need medical attention and seemed very grateful to see his rescuers," Sgt Bull said.
Mr McKenzie, who has worked in forestry and is used to the outdoors, said he "felt like a bit of an idiot" when he realised he was lost.
As it was getting dark, he stayed put, made a bivouac from "a whole heap of palm fronds," and made camp for the night.
"It wasn't too bad. I'd fallen over in a creek so I was also a bit wet, but I had plenty of cover over me."
Although there were moments of apprehension about his predicament, the Otago Polytechnic student said he did not get too worried during his night in the bush.
