He told the Washington Post: "They popped into a canoe to chase it down".
McKean is the granddaughter of former US Attorney General and US Sen. They grabbed a canoe to go get it but never returned.
Gov. Larry Hogan identified the missing relatives as Maeve Kennedy Townsend McKean, 40, and McKean's 8-year-old son, Gideon Joseph Kennedy McKean.
A statement from Mr Hogan shared earlier this afternoon said police had responded to a call of an overturned canoe in the Chesapeake Bay.
A grand-niece of former president John F. Kennedy and her son disappeared off the coast of Maryland - and search crews have been scrambling to find them for almost 24-hours, according to a report Friday.
In a statement, the Department of Natural Resources Police said the pair may have been paddling from a nearby home to retrieve a ball, but were unable to get back to shore.
Authorities had been alerted to a pair struggling against the water by a concerned resident.
Officials said the conditions were windy at the time.
Captain Erik Kornmeyer said: "Currents were pretty fast, they moved out of sight pretty quickly".
It was the latest tragic turn for the country's most famous political family, whose history has been charted by the highest highs and lowest lows.
Emergency teams on boats and helicopters battled gusts of up to 40mph to search for the pair until nightfall on Thursday and resumed on Friday morning.
Saoirse Kennedy Hill, right, granddaughter of Ethel Kennedy and her late husband Robert F. Kennedy, holds a relative's baby before a ceremony for naming the Robert Kennedy Navy Ship at the John F. Kennedy Presidential Library, in Boston on September 20, 2016. The president's son, John F. Kennedy Jr., and his wife died in a plane crash in July 1999.
The family are widely thought to be immensely privileged, however, Mrs McKean dispelled the notion in a 2008 interview.
"People think because I'm a Kennedy, I'm extremely wealthy and don't flaunt it".
This is a breaking news story.