The New York Post reported McKean, 64, underwent surgery Wednesday after suffering a broken leg, bruises and lacerations in the mishap Tuesday afternoon.
Although McKean was forced to drop out of the Broadway revival of "Gore Vidal's The Best Man" due to his injuries, he was definitely looking on the bright side when he took to Twitter Wednesday night.
"Lucky man: best wife, great kids, awesome docs and nurses, priceless friends; a little overwhelmed by the sweet tweets," he wrote.
McKean's wife, actress Annette O'Toole, also expressed her gratitude online.
"Thank you dear people for your love and support. @MJMcKean and I so appreciative. He is getting great care. Spirits are good," she tweeted.
McKean is best known for his work in the films "This Is Spinal Tap," "Best in Show" and "For Your Consideration," as well as TV's "Laverne & Shirley."
He and O'Toole were nominated for an Original Song Oscar in 2003 for "A Kiss at the End of the Rainbow" from "A Mighty Wind."