McCarthy and former New York City mayor Rudy Giuliani spent about 30 minutes trapped under some rubble as one of the towers came down. McCarthy says that he realized at a very specific point that day that not only was New York City under attack - the nation was at war.
"That was at the moment that the second plane hit the south tower," said McCarthy. "Not only did I see it, which made it very clear that it wasn't an accident, that it was a terrorist attack... over the police radio one of the emergency service officers at the scene put over the air to notify the military that a second plane had just hit the World Trade Center and that we were under attack.
"We were the victims of what was occurring, and now we had to generate our response to it to try and save lives and prepare for the next event.
"Quite frankly, in my mind, I was expecting a Mumbai-style attack, people with machine guns in subways, coming up out of the subways... after we got out of the first collapse and after the second building collapsed, we decided that police headquarters was probably not a good idea to go to, and we went to City Hall Park, because it was a defendable perimeter with a fence, and it was low-lying so that more planes couldn't fly in and attack us.
"Another moment that really sticks out was when we heard more planes, and I was in City Hall Park, the first thought was, 'Oh my God, it's more incoming planes,' because we knew that they were missing more planes at that point. And then I saw two F-16s wing-tip to wing-tip going up the Hudson River, and in a millisecond, I had that thought of, 'Oh my God, more incoming,' to, 'Thank God they're ours,' to, 'Oh my God, the military is protecting New York City.'
"Not that I hadn't already realized we were at war, but who would have ever thought that the military would be flying missions over Manhattan to prevent another attack at that point."
McCarthy will not be leaving Chicago to return to Manhattan for 9/11. The past nine years, he spent the anniversaries with close friends, who also were formerly with the New York Police Department.
Amid the new threats, McCarthy will be spending the day in Chicago Sunday.