The Harambee Stars are co-hosts of the upcoming 2027 Africa Cup of Nations alongside Tanzania and Uganda.
Their team has no need to qualify for the competition but have nonetheless been included in Group D with South Africa, Eritrea and Guinea.
McCathy's side face Bafana Bafana in two matches during the current international break, first at the Amstel Orlando Stadium on Friday before an away game in Nairobi on Tuesday.
Kenya recently refused to train ahead of AFCON qualifiers against Eritrea over a previous round of unpaid payments before McCarthy persuaded the players to return to action.
McCarthy's team ultimately drew that game 1-1 before losing 1-0 to Guinea.
"The technical staff have received nothing," the coach told Sporty TV. "But at the end of the day, my job is to go out there and leave Kenya in a better position than I found it.
"We are professional enough to go out there and do our job. After the football matches, we can fight for what is worth fighting for. That is what I will continue striving for.
"The authorities will have to come good and pay us, and FIFA and CAF may have to intervene in this situation.
“But while we are there, it is our duty to make the players better and leave the country in a better state football-wise than we found it.”