McCalebb started his professional career in Turkey with Mersin Büyükşehir Belediyesi. He had a lot of success in Mersin, averaging 17.4 points and 4.7 assists per game during the 2008–09 season. He was also the Turkish Super League leader in steals, with 2.7 per game.
In July 2010, McCalebb signed a three-year deal with the Italian club Montepaschi Siena. In his first season in Italy, he had even more success, helping his team to the EuroLeague Final Four, and winning the Italian League, Cup, and Supercup. In 2012, he was named the Italian League MVP. In April 2012, McCalebb won the EuroLeague's Alphonso Ford Trophy, the annual award given to the EuroLeague's top scorer of the season. He averaged 16.9 points, 2.6 assists, and 2.2 rebounds per game, during the season, while shooting.613 from the field and.526 on three-pointers. He also earned a selection to the All-EuroLeague Second Team, for the second time in his career.
During the summer of 2012, San Antonio Spurs were interested in signing McCalebb, but they did not reach a buyout agreement with Montepaschi Siena. In August 2012, McCalebb signed a three-year contract with the Turkish club Fenerbahçe Ülker. In June 2014, he left Fenerbahçe and became a free agent.
On November 19, 2014, McCalebb signed a one-month deal with the German club Bayern Munich. Over 5 regular season EuroLeague games he played for the team, he averaged 9.8 points, and a career-high 3.6 assists per game. On December 26, 2014, he extended his contract with the club until the end of January 2015. On January 10, 2015, he tore ligaments in one of his thumbs, which sidelined him off the court for several weeks. After the injury, he never played with Bayern again.
On October 15, 2015, McCalebb signed with the NBA's New Orleans Pelicans. However, he was later waived by the Pelicans on October 24, after appearing in four preseason games. On January 3, 2016, McCalebb signed with French club Limoges, for the rest of the season.
On August 31, in the first tournament game for Macedonia, McCalebb scored 17 points in an overtime loss against Montenegro. On September 1, Macedonia played Croatia with McCalebb scoring 19 points. He had another strong showing versus Greece on September 3, scoring game-high 27 points and leading the team to a 72–58 win. On September 4, McCalebb scored 18 points against Finland in a 72–70 win. On September 5, McCalebb scored 22 points in a 75–63 win over Bosnia and Herzegovina, which qualified them to the second phase as the first place team in Group C. Then, on September 8, he led the team with 27 points in their 65–63 win over Georgia and thus placed Macedonia to the quarter-finals. In the last two games of the second phase, McCalebb scored 19 points in Macedonian victory against Slovenia, and 16 points in the dramatic loss against Russia. On September 14, Macedonia defeated the host nation Lithuania to qualify to the semi-finals. McCalebb scored 23 points. In the semi-finals Macedonia was defeated 92–80 by Spain, with McCalebb scoring 25 points. In the bronze medal battle, McCalebb scored 22 points, but Macedonia was defeated by Russia, in another dramatic game, 72–68. McCalebb earned an All Tournament Team selection. During the tournament, he averaged 21.4 points, 3.1 rebounds, and 3.7 assists per game, in 34.2 minutes played per game. With 235 total points scored, McCalebb was the best scorer of the tournament in total point, but in points per game average, he was second behind Tony Parker, who played in one game less.