The actor told TVLine that his character Ben Sherman will clash with partner Sammy (Shawn Hatosy).
"Our relationship will come to a head at the end of the season," he explained. "There's a conflict ahead."
McKenzie added that viewers will see Sherman heading "down this darker path".
"He's just obsessed... trying to fix something that's unfixable," he explained. "[There's] this core part of him that's still traumatised by what happened when he was younger. [He] is trying to fix it by repeating the mistake over and over and over again."
TNT is close to picking Southland up for a fifth season, it was revealed last week.
Network boss Michael Wright and Turner Entertainment Networks president Steve Koonin are said to be happy with the show's ratings and critical reception, with audience numbers up from the previous year.
The fourth season of Southland continues on Tuesdays at 10/9c on TNT. In the UK, the show airs on More4.
> Southland star Michael Cudlitz: 'Season four is a major reset'
Watch a recent Southland clip below: